Finance

ASTC Move Probability $5.25 +0.38 (+7.7%)

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)
39.0%
Stock touched +5.0% ($5.51) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
17.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.25x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±39.2%
$3.19 — $7.31

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%.

-75.2% to +34.7%: 470 occurrences (92.5%) -20.3% +34.7% to +144.6%: 24 occurrences (4.7%) +144.6% to +254.5%: 0 occurrences (0.0%) +254.5% to +364.3%: 0 occurrences (0.0%) 309.4% +364.3% to +474.2%: 1 occurrences (0.2%) +474.2% to +584.1%: 1 occurrences (0.2%) +584.1% to +694.0%: 0 occurrences (0.0%) 639.0% +694.0% to +803.9%: 1 occurrences (0.2%) +803.9% to +913.7%: 1 occurrences (0.2%) +913.7% to +1023.6%: 4 occurrences (0.8%) 968.7% +1023.6% to +1133.5%: 0 occurrences (0.0%) +1133.5% to +1243.4%: 2 occurrences (0.4%) +1243.4% to +1353.3%: 2 occurrences (0.4%) 1298.3% +1353.3% to +1463.1%: 0 occurrences (0.0%) +1463.1% to +1573.0%: 1 occurrences (0.2%) +1573.0% to +1682.9%: 1 occurrences (0.2%) 1628.0%
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) 39.0% 17.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 1.1% Adjusts normal bell curve for real-world skewness (9.81) and kurtosis (142.67).
Standard Normal (Black-Scholes / GBM) 90.1% 45.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 48.5% 34.7% Filters for historical windows that started with volatility similar to current 20-day HV (101 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 166.2%
  • Recent 20-Day HV: 87.5%
  • Parkinson Intraday Volatility: 97.3%
  • Vol Trend: Compressed (-47% vs baseline)

14-Day Return Quantiles

  • Median Return: -4.8%
  • Top 10% Move (90th percentile): +18.1%
  • Bottom 10% Move (10th percentile): -22.5%
  • Max Historical Gain (14d): +1682.9%
  • Max Historical Loss (14d): -75.2%