Finance

APLD Move Probability $21.91 -1.34 (-5.8%)

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)
83.3%
Stock touched +5.0% ($23.01) at least once during 14 trading days.
Median first touch: Day 1 of 14
Expiration Close Probability
43.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.93x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±26.7%
$16.06 — $27.76

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-13 to 2026-10-13). The colored bar indicates the win zone for +5.0%.

-47.3% to -36.3%: 4 occurrences (0.8%) -41.8% -36.3% to -25.4%: 38 occurrences (7.5%) -25.4% to -14.4%: 64 occurrences (12.6%) -14.4% to -3.5%: 111 occurrences (21.9%) -9.0% -3.5% to +7.5%: 86 occurrences (16.9%) +7.5% to +18.4%: 52 occurrences (10.2%) +18.4% to +29.3%: 40 occurrences (7.9%) 23.9% +29.3% to +40.3%: 51 occurrences (10.0%) +40.3% to +51.2%: 33 occurrences (6.5%) +51.2% to +62.2%: 13 occurrences (2.6%) 56.7% +62.2% to +73.1%: 8 occurrences (1.6%) +73.1% to +84.1%: 2 occurrences (0.4%) +84.1% to +95.0%: 3 occurrences (0.6%) 89.5% +95.0% to +106.0%: 1 occurrences (0.2%) +106.0% to +116.9%: 0 occurrences (0.0%) +116.9% to +127.9%: 2 occurrences (0.4%) 122.4%
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) 83.3% 43.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 37.7% Adjusts normal bell curve for real-world skewness (0.04) and kurtosis (5.42).
Standard Normal (Black-Scholes / GBM) 85.5% 42.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 81.1% 53.1% Filters for historical windows that started with volatility similar to current 20-day HV (143 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 113.2%
  • Recent 20-Day HV: 67.6%
  • Parkinson Intraday Volatility: 93.1%
  • Vol Trend: Compressed (-40% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.1%
  • Top 10% Move (90th percentile): +43.2%
  • Bottom 10% Move (10th percentile): -22.1%
  • Max Historical Gain (14d): +127.9%
  • Max Historical Loss (14d): -47.3%