Finance

ASLE Move Probability $4.58 -0.11 (-2.3%)

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)
53.9%
Stock touched +5.0% ($4.80) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
27.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.97x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±10.0%
$4.12 — $5.03

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%.

-25.4% to -20.7%: 3 occurrences (0.6%) -23.1% -20.7% to -16.0%: 24 occurrences (4.7%) -16.0% to -11.3%: 31 occurrences (6.1%) -11.3% to -6.6%: 46 occurrences (9.1%) -9.0% -6.6% to -1.9%: 116 occurrences (22.8%) -1.9% to +2.7%: 111 occurrences (21.9%) +2.7% to +7.4%: 81 occurrences (15.9%) 5.1% +7.4% to +12.1%: 48 occurrences (9.4%) +12.1% to +16.8%: 19 occurrences (3.7%) +16.8% to +21.5%: 13 occurrences (2.6%) 19.2% +21.5% to +26.2%: 2 occurrences (0.4%) +26.2% to +30.9%: 0 occurrences (0.0%) +30.9% to +35.6%: 3 occurrences (0.6%) 33.2% +35.6% to +40.3%: 2 occurrences (0.4%) +40.3% to +45.0%: 4 occurrences (0.8%) +45.0% to +49.7%: 5 occurrences (1.0%) 47.3%
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) 53.9% 27.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 12.1% Adjusts normal bell curve for real-world skewness (0.34) and kurtosis (11.5).
Standard Normal (Black-Scholes / GBM) 62.5% 31.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 55.2% 25.6% Filters for historical windows that started with volatility similar to current 20-day HV (270 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 42.4%
  • Recent 20-Day HV: 31.2%
  • Parkinson Intraday Volatility: 31.7%
  • Vol Trend: Compressed (-26% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.5%
  • Top 10% Move (90th percentile): +11.5%
  • Bottom 10% Move (10th percentile): -12.3%
  • Max Historical Gain (14d): +49.7%
  • Max Historical Loss (14d): -25.4%