Finance

AXTI Move Probability $51.53 -7.71 (-13.0%)

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)
89.8%
Stock touched +5.0% ($54.11) at least once during 14 trading days.
Median first touch: Day 1 of 14
Expiration Close Probability
56.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.59x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±29.7%
$36.23 — $66.84

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%.

-47.5% to -36.8%: 6 occurrences (1.2%) -42.1% -36.8% to -26.0%: 45 occurrences (8.8%) -26.0% to -15.2%: 51 occurrences (10.0%) -15.2% to -4.5%: 53 occurrences (10.4%) -9.9% -4.5% to +6.3%: 77 occurrences (15.1%) +6.3% to +17.0%: 71 occurrences (13.9%) +17.0% to +27.8%: 51 occurrences (10.0%) 22.4% +27.8% to +38.5%: 53 occurrences (10.4%) +38.5% to +49.3%: 29 occurrences (5.7%) +49.3% to +60.0%: 29 occurrences (5.7%) 54.6% +60.0% to +70.8%: 12 occurrences (2.4%) +70.8% to +81.5%: 15 occurrences (2.9%) +81.5% to +92.3%: 7 occurrences (1.4%) 86.9% +92.3% to +103.0%: 4 occurrences (0.8%) +103.0% to +113.8%: 2 occurrences (0.4%) +113.8% to +124.5%: 4 occurrences (0.8%) 119.2%
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) 89.8% 56.6% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 42.5% Adjusts normal bell curve for real-world skewness (-0.02) and kurtosis (1.39).
Standard Normal (Black-Scholes / GBM) 87.0% 43.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 91.1% 59.9% Filters for historical windows that started with volatility similar to current 20-day HV (292 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 126.0%
  • Recent 20-Day HV: 107.8%
  • Parkinson Intraday Volatility: 102.7%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +8.9%
  • Top 10% Move (90th percentile): +56.6%
  • Bottom 10% Move (10th percentile): -25.7%
  • Max Historical Gain (14d): +124.5%
  • Max Historical Loss (14d): -47.5%