Finance

ASTI Move Probability $1.87 +0.06 (+3.0%)

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)
75.8%
Stock touched +5.0% ($1.96) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
37.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.05x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±34.9%
$1.22 — $2.52

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%.

-48.7% to -33.5%: 26 occurrences (5.1%) -41.1% -33.5% to -18.3%: 99 occurrences (19.5%) -18.3% to -3.1%: 119 occurrences (23.4%) -3.1% to +12.0%: 124 occurrences (24.4%) 4.4% +12.0% to +27.2%: 61 occurrences (12.0%) +27.2% to +42.4%: 34 occurrences (6.7%) +42.4% to +57.6%: 13 occurrences (2.6%) 50.0% +57.6% to +72.8%: 12 occurrences (2.4%) +72.8% to +87.9%: 5 occurrences (1.0%) +87.9% to +103.1%: 5 occurrences (1.0%) 95.5% +103.1% to +118.3%: 1 occurrences (0.2%) +118.3% to +133.5%: 4 occurrences (0.8%) +133.5% to +148.6%: 1 occurrences (0.2%) 141.1% +148.6% to +163.8%: 1 occurrences (0.2%) +163.8% to +179.0%: 2 occurrences (0.4%) +179.0% to +194.2%: 1 occurrences (0.2%) 186.6%
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) 75.8% 37.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 22.7% Adjusts normal bell curve for real-world skewness (2.21) and kurtosis (19.68).
Standard Normal (Black-Scholes / GBM) 88.9% 44.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 75.5% 40.1% Filters for historical windows that started with volatility similar to current 20-day HV (192 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 148.0%
  • Recent 20-Day HV: 73.3%
  • Parkinson Intraday Volatility: 114.0%
  • Vol Trend: Compressed (-50% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.6%
  • Top 10% Move (90th percentile): +35.9%
  • Bottom 10% Move (10th percentile): -28.8%
  • Max Historical Gain (14d): +194.2%
  • Max Historical Loss (14d): -48.7%