Finance

ATLC Move Probability $92.03 +1.20 (+1.3%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
67.5%
Stock touched +5.0% ($96.63) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
40.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.69x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±11.7%
$81.22 — $102.84

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%.

-30.3% to -25.3%: 4 occurrences (0.8%) -27.8% -25.3% to -20.2%: 10 occurrences (2.0%) -20.2% to -15.2%: 17 occurrences (3.3%) -15.2% to -10.2%: 40 occurrences (7.9%) -12.7% -10.2% to -5.1%: 59 occurrences (11.6%) -5.1% to -0.1%: 79 occurrences (15.6%) -0.1% to +5.0%: 96 occurrences (18.9%) 2.5% +5.0% to +10.0%: 73 occurrences (14.4%) +10.0% to +15.1%: 46 occurrences (9.1%) +15.1% to +20.1%: 28 occurrences (5.5%) 17.6% +20.1% to +25.2%: 18 occurrences (3.5%) +25.2% to +30.2%: 9 occurrences (1.8%) +30.2% to +35.3%: 11 occurrences (2.2%) 32.8% +35.3% to +40.3%: 13 occurrences (2.6%) +40.3% to +45.4%: 2 occurrences (0.4%) +45.4% to +50.4%: 3 occurrences (0.6%) 47.9%
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) 67.5% 40.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 31.0% Adjusts normal bell curve for real-world skewness (-0.07) and kurtosis (1.87).
Standard Normal (Black-Scholes / GBM) 67.8% 33.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 58.6% 32.7% Filters for historical windows that started with volatility similar to current 20-day HV (266 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 49.8%
  • Recent 20-Day HV: 36.0%
  • Parkinson Intraday Volatility: 28.0%
  • Vol Trend: Compressed (-28% vs baseline)

14-Day Return Quantiles

  • Median Return: +2.8%
  • Top 10% Move (90th percentile): +20.7%
  • Bottom 10% Move (10th percentile): -12.3%
  • Max Historical Gain (14d): +50.4%
  • Max Historical Loss (14d): -30.3%