Finance

AUGO Move Probability $85.25 +0.98 (+1.2%)

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)
82.7%
Stock touched +5.0% ($89.51) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
58.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.41x
You are 1.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±16.4%
$71.31 — $99.19

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 306 historical windows (2025-07-16 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-30.3% to -24.2%: 5 occurrences (1.6%) -27.2% -24.2% to -18.1%: 16 occurrences (5.2%) -18.1% to -12.0%: 28 occurrences (9.2%) -12.0% to -5.9%: 33 occurrences (10.8%) -9.0% -5.9% to +0.2%: 28 occurrences (9.2%) +0.2% to +6.3%: 25 occurrences (8.2%) +6.3% to +12.4%: 51 occurrences (16.7%) 9.3% +12.4% to +18.5%: 53 occurrences (17.3%) +18.5% to +24.6%: 23 occurrences (7.5%) +24.6% to +30.7%: 11 occurrences (3.6%) 27.6% +30.7% to +36.8%: 10 occurrences (3.3%) +36.8% to +42.9%: 8 occurrences (2.6%) +42.9% to +48.9%: 6 occurrences (2.0%) 45.9% +48.9% to +55.0%: 2 occurrences (0.7%) +55.0% to +61.1%: 5 occurrences (1.6%) +61.1% to +67.2%: 2 occurrences (0.7%) 64.2%
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) 82.7% 58.5% Model-free reality across 306 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 38.9% Adjusts normal bell curve for real-world skewness (-0.29) and kurtosis (0.87).
Standard Normal (Black-Scholes / GBM) 76.5% 38.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 77.7% 49.8% Filters for historical windows that started with volatility similar to current 20-day HV (211 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 69.4%
  • Recent 20-Day HV: 65.7%
  • Parkinson Intraday Volatility: 44.8%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +9.0%
  • Top 10% Move (90th percentile): +30.7%
  • Bottom 10% Move (10th percentile): -16.2%
  • Max Historical Gain (14d): +67.2%
  • Max Historical Loss (14d): -30.3%