Finance

ASFH Move Probability $0.30 +0.07 (+28.2%)

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)
30.5%
Stock touched +5.0% ($0.32) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
24.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.22x
You are 1.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±43.3%
$0.17 — $0.43

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 486 historical windows (2024-10-22 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-81.0% to -39.1%: 34 occurrences (7.0%) -60.1% -39.1% to +2.8%: 321 occurrences (66.0%) +2.8% to +44.7%: 89 occurrences (18.3%) +44.7% to +86.6%: 34 occurrences (7.0%) 65.7% +86.6% to +128.6%: 1 occurrences (0.2%) +128.6% to +170.5%: 0 occurrences (0.0%) +170.5% to +212.4%: 0 occurrences (0.0%) 191.4% +212.4% to +254.3%: 0 occurrences (0.0%) +254.3% to +296.2%: 0 occurrences (0.0%) +296.2% to +338.1%: 0 occurrences (0.0%) 317.2% +338.1% to +380.1%: 1 occurrences (0.2%) +380.1% to +422.0%: 1 occurrences (0.2%) +422.0% to +463.9%: 1 occurrences (0.2%) 442.9% +463.9% to +505.8%: 2 occurrences (0.4%) +505.8% to +547.7%: 1 occurrences (0.2%) +547.7% to +589.7%: 1 occurrences (0.2%) 568.7%
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) 30.5% 24.9% Model-free reality across 486 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 13.0% Adjusts normal bell curve for real-world skewness (1.22) and kurtosis (59.54).
Standard Normal (Black-Scholes / GBM) 91.0% 45.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 24.4% 20.6% Filters for historical windows that started with volatility similar to current 20-day HV (131 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 183.6%
  • Recent 20-Day HV: 92.9%
  • Parkinson Intraday Volatility: 49.7%
  • Vol Trend: Compressed (-49% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +36.4%
  • Bottom 10% Move (10th percentile): -30.2%
  • Max Historical Gain (14d): +589.7%
  • Max Historical Loss (14d): -81.0%