Finance

AXTX Move Probability $11.32 -3.92 (-25.7%)

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)
84.9%
Stock touched +5.0% ($11.89) at least once during 14 trading days.
Median first touch: Day 1 of 14
Expiration Close Probability
33.6%
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%)
±103.3%
$0.11 — $23.02

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 119 historical windows (2026-04-24 to 2026-11-02). The colored bar indicates the win zone for +5.0%.

-76.8% to +645.5%: 105 occurrences (88.2%) 284.3% +645.5% to +1367.8%: 1 occurrences (0.8%) +1367.8% to +2090.1%: 0 occurrences (0.0%) +2090.1% to +2812.4%: 1 occurrences (0.8%) 2451.2% +2812.4% to +3534.7%: 0 occurrences (0.0%) +3534.7% to +4257.0%: 4 occurrences (3.4%) +4257.0% to +4979.3%: 1 occurrences (0.8%) 4618.1% +4979.3% to +5701.6%: 2 occurrences (1.7%) +5701.6% to +6423.9%: 2 occurrences (1.7%) +6423.9% to +7146.2%: 1 occurrences (0.8%) 6785.0% +7146.2% to +7868.5%: 0 occurrences (0.0%) +7868.5% to +8590.8%: 0 occurrences (0.0%) +8590.8% to +9313.1%: 0 occurrences (0.0%) 8951.9% +9313.1% to +10035.4%: 0 occurrences (0.0%) +10035.4% to +10757.7%: 0 occurrences (0.0%) +10757.7% to +11480.0%: 2 occurrences (1.7%) 11118.8%
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) 84.9% 33.6% Model-free reality across 119 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 22.5% Adjusts normal bell curve for real-world skewness (3.84) and kurtosis (28.04).
Standard Normal (Black-Scholes / GBM) 96.2% 48.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 78.4% 31.1% Filters for historical windows that started with volatility similar to current 20-day HV (74 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 438.2%
  • Recent 20-Day HV: 257.8%
  • Parkinson Intraday Volatility: 224.4%
  • Vol Trend: Compressed (-41% vs baseline)

14-Day Return Quantiles

  • Median Return: -30.4%
  • Top 10% Move (90th percentile): +2614.5%
  • Bottom 10% Move (10th percentile): -62.6%
  • Max Historical Gain (14d): +11480.0%
  • Max Historical Loss (14d): -76.8%