Finance

AQMS Move Probability $1.49 +0.07 (+4.9%)

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)
65.9%
Stock touched +5.0% ($1.56) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
20.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
3.16x
You are 3.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±47.3%
$0.79 — $2.19

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%.

-94.2% to -83.1%: 10 occurrences (2.0%) -88.6% -83.1% to -72.0%: 6 occurrences (1.2%) -72.0% to -60.9%: 1 occurrences (0.2%) -60.9% to -49.7%: 10 occurrences (2.0%) -55.3% -49.7% to -38.6%: 13 occurrences (2.6%) -38.6% to -27.5%: 51 occurrences (10.0%) -27.5% to -16.4%: 114 occurrences (22.4%) -22.0% -16.4% to -5.3%: 98 occurrences (19.3%) -5.3% to +5.8%: 102 occurrences (20.1%) +5.8% to +16.9%: 64 occurrences (12.6%) 11.4% +16.9% to +28.1%: 17 occurrences (3.3%) +28.1% to +39.2%: 11 occurrences (2.2%) +39.2% to +50.3%: 3 occurrences (0.6%) 44.7% +50.3% to +61.4%: 3 occurrences (0.6%) +61.4% to +72.5%: 1 occurrences (0.2%) +72.5% to +83.6%: 4 occurrences (0.8%) 78.1%
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) 65.9% 20.9% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 75.5% Adjusts normal bell curve for real-world skewness (-9.79) and kurtosis (170.22).
Standard Normal (Black-Scholes / GBM) 91.8% 45.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 64.1% 21.6% Filters for historical windows that started with volatility similar to current 20-day HV (329 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 200.7%
  • Recent 20-Day HV: 86.8%
  • Parkinson Intraday Volatility: 95.8%
  • Vol Trend: Compressed (-57% vs baseline)

14-Day Return Quantiles

  • Median Return: -11.9%
  • Top 10% Move (90th percentile): +14.3%
  • Bottom 10% Move (10th percentile): -34.9%
  • Max Historical Gain (14d): +83.6%
  • Max Historical Loss (14d): -94.2%