Finance

AROC Move Probability $29.76 +0.56 (+1.9%)

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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Touch Probability (First Passage)
55.1%
Stock touched +5.0% ($31.25) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
29.7%
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%)
±8.8%
$27.16 — $32.36

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%.

-21.6% to -18.4%: 2 occurrences (0.4%) -20.0% -18.4% to -15.1%: 4 occurrences (0.8%) -15.1% to -11.9%: 13 occurrences (2.6%) -11.9% to -8.6%: 22 occurrences (4.3%) -10.3% -8.6% to -5.4%: 62 occurrences (12.2%) -5.4% to -2.2%: 80 occurrences (15.7%) -2.2% to +1.1%: 90 occurrences (17.7%) -0.5% +1.1% to +4.3%: 69 occurrences (13.6%) +4.3% to +7.6%: 59 occurrences (11.6%) +7.6% to +10.8%: 37 occurrences (7.3%) 9.2% +10.8% to +14.1%: 22 occurrences (4.3%) +14.1% to +17.3%: 26 occurrences (5.1%) +17.3% to +20.5%: 13 occurrences (2.6%) 18.9% +20.5% to +23.8%: 6 occurrences (1.2%) +23.8% to +27.0%: 1 occurrences (0.2%) +27.0% to +30.3%: 2 occurrences (0.4%) 28.7%
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) 55.1% 29.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 22.3% Adjusts normal bell curve for real-world skewness (-0.33) and kurtosis (4.02).
Standard Normal (Black-Scholes / GBM) 57.7% 28.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 64.7% 40.5% Filters for historical windows that started with volatility similar to current 20-day HV (190 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 37.1%
  • Recent 20-Day HV: 22.1%
  • Parkinson Intraday Volatility: 29.9%
  • Vol Trend: Compressed (-40% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.4%
  • Top 10% Move (90th percentile): +13.4%
  • Bottom 10% Move (10th percentile): -8.1%
  • Max Historical Gain (14d): +30.3%
  • Max Historical Loss (14d): -21.6%