Finance

ARCT Move Probability $11.08 +0.09 (+0.8%)

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)
76.8%
Stock touched +5.0% ($11.63) at least once during 14 trading days.
Median first touch: Day 2 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
2.31x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±29.3%
$7.83 — $14.33

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%.

-41.0% to -15.6%: 83 occurrences (16.3%) -28.3% -15.6% to +9.8%: 294 occurrences (57.9%) +9.8% to +35.2%: 84 occurrences (16.5%) +35.2% to +60.6%: 19 occurrences (3.7%) 47.9% +60.6% to +86.0%: 1 occurrences (0.2%) +86.0% to +111.4%: 5 occurrences (1.0%) +111.4% to +136.8%: 6 occurrences (1.2%) 124.1% +136.8% to +162.2%: 2 occurrences (0.4%) +162.2% to +187.6%: 0 occurrences (0.0%) +187.6% to +213.0%: 0 occurrences (0.0%) 200.3% +213.0% to +238.4%: 1 occurrences (0.2%) +238.4% to +263.8%: 1 occurrences (0.2%) +263.8% to +289.2%: 2 occurrences (0.4%) 276.5% +289.2% to +314.6%: 4 occurrences (0.8%) +314.6% to +340.0%: 4 occurrences (0.8%) +340.0% to +365.4%: 2 occurrences (0.4%) 352.7%
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) 76.8% 33.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.1% Adjusts normal bell curve for real-world skewness (11.03) and kurtosis (191.14).
Standard Normal (Black-Scholes / GBM) 86.8% 43.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 81.4% 35.7% Filters for historical windows that started with volatility similar to current 20-day HV (269 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 124.3%
  • Recent 20-Day HV: 95.2%
  • Parkinson Intraday Volatility: 64.2%
  • Vol Trend: Compressed (-23% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.3%
  • Top 10% Move (90th percentile): +31.5%
  • Bottom 10% Move (10th percentile): -19.8%
  • Max Historical Gain (14d): +365.4%
  • Max Historical Loss (14d): -41.0%