AXTX Move Probability $6.21 +1.17 (+23.1%)
Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.
Touch Probability (First Passage)
84.9%
Stock touched +5.0% ($6.52) at least once during 14 trading days.
Median first touch: Day 1 of 14
Expiration Close Probability
31.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.70x
You are 2.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±114.4%
$0.06 — $13.31
Historical 14-Day Return Distribution
Frequency of rolling 14-day percentage returns over 86 historical windows (2026-04-24 to 2026-09-16). The colored bar indicates the win zone for +5.0%.
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) | 84.9% | 31.4% | Model-free reality across 86 historical 14-day windows. |
| Fat-Tail Adjusted (Cornish-Fisher) | — | 24.1% | Adjusts normal bell curve for real-world skewness (3.68) and kurtosis (23.78). |
| Standard Normal (Black-Scholes / GBM) | 96.6% | 48.3% | Classic theoretical log-normal model with constant volatility (often underestimates tail risks). |
| Regime-Conditioned (Similar Volatility) | 77.3% | 40.9% | Filters for historical windows that started with volatility similar to current 20-day HV (22 matching periods). |
Underlying Volatility Profile
Volatility Metrics
- 1-Year Annualized HV: 485.2%
- Recent 20-Day HV: 232.2%
- Parkinson Intraday Volatility: 240.6%
- Vol Trend: Compressed (-52% vs baseline)
14-Day Return Quantiles
- Median Return: -35.3%
- Top 10% Move (90th percentile): +3809.4%
- Bottom 10% Move (10th percentile): -63.0%
- Max Historical Gain (14d): +11422.4%
- Max Historical Loss (14d): -76.9%