Finance

ARCB Move Probability $131.01 +0.97 (+0.7%)

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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Touch Probability (First Passage)
61.4%
Stock touched +5.0% ($137.56) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
33.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.85x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±11.9%
$115.41 — $146.61

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%.

-21.9% to -17.7%: 16 occurrences (3.1%) -19.8% -17.7% to -13.4%: 37 occurrences (7.3%) -13.4% to -9.2%: 46 occurrences (9.1%) -9.2% to -4.9%: 54 occurrences (10.6%) -7.0% -4.9% to -0.6%: 90 occurrences (17.7%) -0.6% to +3.6%: 87 occurrences (17.1%) +3.6% to +7.9%: 45 occurrences (8.9%) 5.8% +7.9% to +12.2%: 37 occurrences (7.3%) +12.2% to +16.4%: 28 occurrences (5.5%) +16.4% to +20.7%: 33 occurrences (6.5%) 18.6% +20.7% to +24.9%: 21 occurrences (4.1%) +24.9% to +29.2%: 9 occurrences (1.8%) +29.2% to +33.5%: 1 occurrences (0.2%) 31.3% +33.5% to +37.7%: 1 occurrences (0.2%) +37.7% to +42.0%: 2 occurrences (0.4%) +42.0% to +46.3%: 1 occurrences (0.2%) 44.1%
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) 61.4% 33.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 25.4% Adjusts normal bell curve for real-world skewness (0.32) and kurtosis (4.4).
Standard Normal (Black-Scholes / GBM) 68.2% 34.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 53.0% 27.0% Filters for historical windows that started with volatility similar to current 20-day HV (115 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 50.5%
  • Recent 20-Day HV: 28.3%
  • Parkinson Intraday Volatility: 35.4%
  • Vol Trend: Compressed (-44% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.1%
  • Top 10% Move (90th percentile): +18.4%
  • Bottom 10% Move (10th percentile): -13.9%
  • Max Historical Gain (14d): +46.3%
  • Max Historical Loss (14d): -21.9%