Finance

APRE Move Probability $0.53 -0.01 (-2.7%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
59.8%
Stock touched +5.0% ($0.56) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
27.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.20x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±19.6%
$0.43 — $0.64

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-09-23 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-39.4% to -32.4%: 8 occurrences (1.6%) -35.9% -32.4% to -25.4%: 29 occurrences (5.7%) -25.4% to -18.5%: 53 occurrences (10.5%) -18.5% to -11.5%: 76 occurrences (15.0%) -15.0% -11.5% to -4.5%: 102 occurrences (20.1%) -4.5% to +2.5%: 82 occurrences (16.2%) +2.5% to +9.5%: 52 occurrences (10.3%) 6.0% +9.5% to +16.5%: 33 occurrences (6.5%) +16.5% to +23.4%: 24 occurrences (4.7%) +23.4% to +30.4%: 13 occurrences (2.6%) 26.9% +30.4% to +37.4%: 15 occurrences (3.0%) +37.4% to +44.4%: 2 occurrences (0.4%) +44.4% to +51.4%: 2 occurrences (0.4%) 47.9% +51.4% to +58.3%: 7 occurrences (1.4%) +58.3% to +65.3%: 4 occurrences (0.8%) +65.3% to +72.3%: 5 occurrences (1.0%) 68.8%
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) 59.8% 27.2% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 31.2% Adjusts normal bell curve for real-world skewness (0.84) and kurtosis (4.35).
Standard Normal (Black-Scholes / GBM) 80.3% 40.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 55.7% 25.5% Filters for historical windows that started with volatility similar to current 20-day HV (314 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 83.1%
  • Recent 20-Day HV: 71.0%
  • Parkinson Intraday Volatility: 57.6%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -5.9%
  • Top 10% Move (90th percentile): +23.1%
  • Bottom 10% Move (10th percentile): -23.4%
  • Max Historical Gain (14d): +72.3%
  • Max Historical Loss (14d): -39.4%