Finance

ATLX Move Probability $2.01 -0.04 (-2.0%)

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)
71.7%
Stock touched +5.0% ($2.11) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
33.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.14x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±20.1%
$1.61 — $2.41

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%.

-38.1% to -31.6%: 6 occurrences (1.2%) -34.9% -31.6% to -25.1%: 22 occurrences (4.3%) -25.1% to -18.6%: 49 occurrences (9.6%) -18.6% to -12.1%: 82 occurrences (16.1%) -15.3% -12.1% to -5.6%: 73 occurrences (14.4%) -5.6% to +0.9%: 69 occurrences (13.6%) +0.9% to +7.4%: 63 occurrences (12.4%) 4.2% +7.4% to +13.9%: 58 occurrences (11.4%) +13.9% to +20.4%: 32 occurrences (6.3%) +20.4% to +26.9%: 22 occurrences (4.3%) 23.7% +26.9% to +33.5%: 14 occurrences (2.8%) +33.5% to +40.0%: 8 occurrences (1.6%) +40.0% to +46.5%: 5 occurrences (1.0%) 43.2% +46.5% to +53.0%: 2 occurrences (0.4%) +53.0% to +59.5%: 1 occurrences (0.2%) +59.5% to +66.0%: 2 occurrences (0.4%) 62.7%
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) 71.7% 33.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 34.6% Adjusts normal bell curve for real-world skewness (0.45) and kurtosis (2.99).
Standard Normal (Black-Scholes / GBM) 80.8% 40.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 72.1% 32.9% Filters for historical windows that started with volatility similar to current 20-day HV (365 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 85.2%
  • Recent 20-Day HV: 84.2%
  • Parkinson Intraday Volatility: 62.7%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -4.2%
  • Top 10% Move (90th percentile): +21.2%
  • Bottom 10% Move (10th percentile): -22.2%
  • Max Historical Gain (14d): +66.0%
  • Max Historical Loss (14d): -38.1%