Finance

ATPC Move Probability $1.55 -0.03 (-1.9%)

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)
73.8%
Stock touched +5.0% ($1.63) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
28.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.64x
You are 2.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±75.5%
$0.38 — $2.72

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%.

-94.7% to -52.5%: 15 occurrences (3.0%) -73.6% -52.5% to -10.3%: 143 occurrences (28.1%) -10.3% to +31.8%: 287 occurrences (56.5%) +31.8% to +74.0%: 27 occurrences (5.3%) 52.9% +74.0% to +116.2%: 7 occurrences (1.4%) +116.2% to +158.4%: 1 occurrences (0.2%) +158.4% to +200.6%: 2 occurrences (0.4%) 179.5% +200.6% to +242.7%: 2 occurrences (0.4%) +242.7% to +284.9%: 3 occurrences (0.6%) +284.9% to +327.1%: 1 occurrences (0.2%) 306.0% +327.1% to +369.3%: 6 occurrences (1.2%) +369.3% to +411.5%: 4 occurrences (0.8%) +411.5% to +453.7%: 4 occurrences (0.8%) 432.6% +453.7% to +495.8%: 2 occurrences (0.4%) +495.8% to +538.0%: 3 occurrences (0.6%) +538.0% to +580.2%: 1 occurrences (0.2%) 559.1%
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) 73.8% 28.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 33.9% Adjusts normal bell curve for real-world skewness (-3.1) and kurtosis (117.79).
Standard Normal (Black-Scholes / GBM) 94.8% 47.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 74.8% 32.5% Filters for historical windows that started with volatility similar to current 20-day HV (123 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 320.3%
  • Recent 20-Day HV: 90.6%
  • Parkinson Intraday Volatility: 138.5%
  • Vol Trend: Compressed (-72% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.8%
  • Top 10% Move (90th percentile): +49.1%
  • Bottom 10% Move (10th percentile): -26.1%
  • Max Historical Gain (14d): +580.2%
  • Max Historical Loss (14d): -94.7%