Finance

AUID Move Probability $0.31 -0.02 (-6.3%)

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)
69.7%
Stock touched +5.0% ($0.32) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
24.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.90x
You are 2.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±27.4%
$0.22 — $0.39

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%.

-52.6% to -43.0%: 10 occurrences (2.0%) -47.8% -43.0% to -33.4%: 24 occurrences (4.7%) -33.4% to -23.9%: 63 occurrences (12.4%) -23.9% to -14.3%: 84 occurrences (16.5%) -19.1% -14.3% to -4.7%: 93 occurrences (18.3%) -4.7% to +4.9%: 109 occurrences (21.5%) +4.9% to +14.4%: 55 occurrences (10.8%) 9.6% +14.4% to +24.0%: 38 occurrences (7.5%) +24.0% to +33.6%: 5 occurrences (1.0%) +33.6% to +43.1%: 8 occurrences (1.6%) 38.4% +43.1% to +52.7%: 4 occurrences (0.8%) +52.7% to +62.3%: 8 occurrences (1.6%) +62.3% to +71.9%: 2 occurrences (0.4%) 67.1% +71.9% to +81.4%: 1 occurrences (0.2%) +81.4% to +91.0%: 2 occurrences (0.4%) +91.0% to +100.6%: 2 occurrences (0.4%) 95.8%
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) 69.7% 24.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 36.6% Adjusts normal bell curve for real-world skewness (0.26) and kurtosis (5.59).
Standard Normal (Black-Scholes / GBM) 85.9% 42.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 66.0% 20.2% Filters for historical windows that started with volatility similar to current 20-day HV (253 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 116.4%
  • Recent 20-Day HV: 145.4%
  • Parkinson Intraday Volatility: 74.8%
  • Vol Trend: Expanded (+25% vs baseline)

14-Day Return Quantiles

  • Median Return: -5.9%
  • Top 10% Move (90th percentile): +17.9%
  • Bottom 10% Move (10th percentile): -29.5%
  • Max Historical Gain (14d): +100.6%
  • Max Historical Loss (14d): -52.6%