Finance

ATRO Move Probability $59.22 -2.55 (-4.1%)

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)
73.9%
Stock touched +5.0% ($62.18) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
44.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.65x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±13.0%
$51.51 — $66.92

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 509 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-24.3% to -19.9%: 7 occurrences (1.4%) -22.1% -19.9% to -15.5%: 8 occurrences (1.6%) -15.5% to -11.1%: 29 occurrences (5.7%) -11.1% to -6.8%: 50 occurrences (9.8%) -9.0% -6.8% to -2.4%: 59 occurrences (11.6%) -2.4% to +2.0%: 70 occurrences (13.8%) +2.0% to +6.4%: 84 occurrences (16.5%) 4.2% +6.4% to +10.8%: 72 occurrences (14.1%) +10.8% to +15.1%: 42 occurrences (8.3%) +15.1% to +19.5%: 30 occurrences (5.9%) 17.3% +19.5% to +23.9%: 14 occurrences (2.8%) +23.9% to +28.3%: 13 occurrences (2.6%) +28.3% to +32.7%: 12 occurrences (2.4%) 30.5% +32.7% to +37.0%: 12 occurrences (2.4%) +37.0% to +41.4%: 5 occurrences (1.0%) +41.4% to +45.8%: 2 occurrences (0.4%) 43.6%
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) 73.9% 44.8% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 23.0% Adjusts normal bell curve for real-world skewness (0.7) and kurtosis (6.42).
Standard Normal (Black-Scholes / GBM) 70.8% 35.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 81.1% 54.7% Filters for historical windows that started with volatility similar to current 20-day HV (159 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 55.2%
  • Recent 20-Day HV: 34.8%
  • Parkinson Intraday Volatility: 39.7%
  • Vol Trend: Compressed (-37% vs baseline)

14-Day Return Quantiles

  • Median Return: +3.9%
  • Top 10% Move (90th percentile): +20.2%
  • Bottom 10% Move (10th percentile): -10.8%
  • Max Historical Gain (14d): +45.8%
  • Max Historical Loss (14d): -24.3%