Finance

APGE Move Probability $135.09 +0.02 (+0.0%)

Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.

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Touch Probability (First Passage)
68.6%
Stock touched +5.0% ($141.84) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
36.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.88x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±15.3%
$114.41 — $155.77

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 474 historical windows (2024-09-23 to 2026-09-02). The colored bar indicates the win zone for +5.0%.

-28.4% to -22.4%: 13 occurrences (2.7%) -25.4% -22.4% to -16.3%: 25 occurrences (5.3%) -16.3% to -10.2%: 35 occurrences (7.4%) -10.2% to -4.1%: 56 occurrences (11.8%) -7.1% -4.1% to +2.0%: 117 occurrences (24.7%) +2.0% to +8.1%: 95 occurrences (20.0%) +8.1% to +14.2%: 48 occurrences (10.1%) 11.2% +14.2% to +20.3%: 35 occurrences (7.4%) +20.3% to +26.4%: 12 occurrences (2.5%) +26.4% to +32.5%: 9 occurrences (1.9%) 29.4% +32.5% to +38.6%: 8 occurrences (1.7%) +38.6% to +44.7%: 5 occurrences (1.1%) +44.7% to +50.7%: 5 occurrences (1.1%) 47.7% +50.7% to +56.8%: 6 occurrences (1.3%) +56.8% to +62.9%: 3 occurrences (0.6%) +62.9% to +69.0%: 2 occurrences (0.4%) 66.0%
Historical returns Target move zone (+5.0%+) Target threshold bin

Probability Breakdown: Empirical vs. Theoretical Models

Comparing actual market back-data against Black-Scholes and Fat-Tail adjustments.

Model / Methodology Touch Probability Expiration Close Probability What It Tells You
Empirical Back-Data (Actual History) 68.6% 36.5% Model-free reality across 474 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 12.8% Adjusts normal bell curve for real-world skewness (1.47) and kurtosis (17.95).
Standard Normal (Black-Scholes / GBM) 75.0% 37.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 64.9%
  • Recent 20-Day HV: 1.4%
  • Parkinson Intraday Volatility: 49.5%
  • Vol Trend: Compressed (-98% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.2%
  • Top 10% Move (90th percentile): +21.3%
  • Bottom 10% Move (10th percentile): -13.9%
  • Max Historical Gain (14d): +69.0%
  • Max Historical Loss (14d): -28.4%