Finance

ASST Move Probability $30.73 +3.68 (+13.6%)

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)
50.2%
Stock touched +5.0% ($32.27) at least once during 2 trading days.
Median first touch: Day 1 of 2
Expiration Close Probability
27.3%
Stock closed at or beyond +5.0% at the end of the 2-day window.
The Touch Multiple
1.84x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±18.6%
$25.02 — $36.44

Historical 2-Day Return Distribution

Frequency of rolling 2-day percentage returns over 520 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-47.2% to +29.0%: 501 occurrences (96.3%) -9.1% +29.0% to +105.1%: 15 occurrences (2.9%) +105.1% to +181.2%: 1 occurrences (0.2%) +181.2% to +257.3%: 1 occurrences (0.2%) 219.2% +257.3% to +333.4%: 0 occurrences (0.0%) +333.4% to +409.5%: 0 occurrences (0.0%) +409.5% to +485.6%: 1 occurrences (0.2%) 447.6% +485.6% to +561.7%: 0 occurrences (0.0%) +561.7% to +637.8%: 0 occurrences (0.0%) +637.8% to +714.0%: 0 occurrences (0.0%) 675.9% +714.0% to +790.1%: 0 occurrences (0.0%) +790.1% to +866.2%: 0 occurrences (0.0%) +866.2% to +942.3%: 0 occurrences (0.0%) 904.2% +942.3% to +1018.4%: 0 occurrences (0.0%) +1018.4% to +1094.5%: 0 occurrences (0.0%) +1094.5% to +1170.6%: 1 occurrences (0.2%) 1132.6%
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) 50.2% 27.3% Model-free reality across 520 historical 2-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 3.2% Adjusts normal bell curve for real-world skewness (4.83) and kurtosis (51.77).
Standard Normal (Black-Scholes / GBM) 79.3% 39.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 49.4% 27.3% Filters for historical windows that started with volatility similar to current 20-day HV (172 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 208.4%
  • Recent 20-Day HV: 78.5%
  • Parkinson Intraday Volatility: 129.2%
  • Vol Trend: Compressed (-62% vs baseline)

2-Day Return Quantiles

  • Median Return: -0.9%
  • Top 10% Move (90th percentile): +16.1%
  • Bottom 10% Move (10th percentile): -15.7%
  • Max Historical Gain (2d): +1170.6%
  • Max Historical Loss (2d): -47.2%