Finance

AVEX Move Probability $9.65 -4.70 (-32.7%)

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)
71.6%
Stock touched +5.0% ($10.13) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
28.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.52x
You are 2.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±81.7%
$1.77 — $17.53

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 116 historical windows (2026-04-17 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-55.0% to +96.9%: 93 occurrences (80.2%) 20.9% +96.9% to +248.8%: 9 occurrences (7.8%) +248.8% to +400.7%: 0 occurrences (0.0%) +400.7% to +552.6%: 0 occurrences (0.0%) 476.6% +552.6% to +704.5%: 5 occurrences (4.3%) +704.5% to +856.4%: 4 occurrences (3.4%) +856.4% to +1008.3%: 0 occurrences (0.0%) 932.4% +1008.3% to +1160.2%: 0 occurrences (0.0%) +1160.2% to +1312.1%: 0 occurrences (0.0%) +1312.1% to +1464.0%: 0 occurrences (0.0%) 1388.1% +1464.0% to +1615.9%: 0 occurrences (0.0%) +1615.9% to +1767.8%: 0 occurrences (0.0%) +1767.8% to +1919.8%: 1 occurrences (0.9%) 1843.8% +1919.8% to +2071.7%: 2 occurrences (1.7%) +2071.7% to +2223.6%: 1 occurrences (0.9%) +2223.6% to +2375.5%: 1 occurrences (0.9%) 2299.5%
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) 71.6% 28.4% Model-free reality across 116 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 7.5% Adjusts normal bell curve for real-world skewness (8.17) and kurtosis (76.92).
Standard Normal (Black-Scholes / GBM) 95.2% 47.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 52.2% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (23 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 346.6%
  • Recent 20-Day HV: 55.9%
  • Parkinson Intraday Volatility: 91.2%
  • Vol Trend: Compressed (-84% vs baseline)

14-Day Return Quantiles

  • Median Return: -7.1%
  • Top 10% Move (90th percentile): +632.3%
  • Bottom 10% Move (10th percentile): -25.0%
  • Max Historical Gain (14d): +2375.5%
  • Max Historical Loss (14d): -55.0%