Finance

APT Move Probability $5.44 -0.13 (-2.3%)

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)
35.4%
Stock touched +5.0% ($5.71) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
19.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.80x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±9.2%
$4.94 — $5.94

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-18.9% to -15.0%: 11 occurrences (2.2%) -17.0% -15.0% to -11.1%: 23 occurrences (4.5%) -11.1% to -7.3%: 24 occurrences (4.7%) -7.3% to -3.4%: 74 occurrences (14.6%) -5.3% -3.4% to +0.5%: 170 occurrences (33.5%) +0.5% to +4.4%: 100 occurrences (19.7%) +4.4% to +8.3%: 55 occurrences (10.8%) 6.4% +8.3% to +12.2%: 30 occurrences (5.9%) +12.2% to +16.1%: 6 occurrences (1.2%) +16.1% to +20.0%: 2 occurrences (0.4%) 18.1% +20.0% to +23.9%: 1 occurrences (0.2%) +23.9% to +27.8%: 0 occurrences (0.0%) +27.8% to +31.7%: 3 occurrences (0.6%) 29.8% +31.7% to +35.6%: 6 occurrences (1.2%) +35.6% to +39.5%: 0 occurrences (0.0%) +39.5% to +43.4%: 3 occurrences (0.6%) 41.5%
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) 35.4% 19.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 1.1% Adjusts normal bell curve for real-world skewness (2.78) and kurtosis (32.06).
Standard Normal (Black-Scholes / GBM) 59.5% 29.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 41.8% 26.4% Filters for historical windows that started with volatility similar to current 20-day HV (182 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 38.9%
  • Recent 20-Day HV: 51.2%
  • Parkinson Intraday Volatility: 21.3%
  • Vol Trend: Expanded (+32% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.4%
  • Top 10% Move (90th percentile): +8.2%
  • Bottom 10% Move (10th percentile): -8.0%
  • Max Historical Gain (14d): +43.4%
  • Max Historical Loss (14d): -18.9%