Finance

AUDC Move Probability $11.36 +0.00 (+0.0%)

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)
58.7%
Stock touched +5.0% ($11.93) at least once during 14 trading days.
Median first touch: Day 5 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
1.75x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±10.3%
$10.19 — $12.53

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%.

-19.7% to -17.2%: 6 occurrences (1.2%) -18.4% -17.2% to -14.6%: 4 occurrences (0.8%) -14.6% to -12.1%: 12 occurrences (2.4%) -12.1% to -9.6%: 19 occurrences (3.7%) -10.9% -9.6% to -7.1%: 43 occurrences (8.5%) -7.1% to -4.5%: 65 occurrences (12.8%) -4.5% to -2.0%: 42 occurrences (8.3%) -3.3% -2.0% to +0.5%: 60 occurrences (11.8%) +0.5% to +3.0%: 58 occurrences (11.4%) +3.0% to +5.5%: 42 occurrences (8.3%) 4.3% +5.5% to +8.1%: 50 occurrences (9.8%) +8.1% to +10.6%: 37 occurrences (7.3%) +10.6% to +13.1%: 26 occurrences (5.1%) 11.9% +13.1% to +15.6%: 24 occurrences (4.7%) +15.6% to +18.2%: 13 occurrences (2.6%) +18.2% to +20.7%: 7 occurrences (1.4%) 19.4%
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) 58.7% 33.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 16.7% Adjusts normal bell curve for real-world skewness (-0.56) and kurtosis (10.6).
Standard Normal (Black-Scholes / GBM) 63.4% 31.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 44.7% 14.0% Filters for historical windows that started with volatility similar to current 20-day HV (114 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 43.5%
  • Recent 20-Day HV: 21.9%
  • Parkinson Intraday Volatility: 26.4%
  • Vol Trend: Compressed (-50% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.6%
  • Top 10% Move (90th percentile): +11.9%
  • Bottom 10% Move (10th percentile): -8.7%
  • Max Historical Gain (14d): +20.7%
  • Max Historical Loss (14d): -19.7%