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.

Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
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%.

-76.9% to +641.9%: 72 occurrences (83.7%) 282.5% +641.9% to +1360.6%: 1 occurrences (1.2%) +1360.6% to +2079.3%: 0 occurrences (0.0%) +2079.3% to +2798.0%: 1 occurrences (1.2%) 2438.6% +2798.0% to +3516.7%: 0 occurrences (0.0%) +3516.7% to +4235.4%: 4 occurrences (4.7%) +4235.4% to +4954.1%: 1 occurrences (1.2%) 4594.7% +4954.1% to +5672.8%: 2 occurrences (2.3%) +5672.8% to +6391.5%: 2 occurrences (2.3%) +6391.5% to +7110.2%: 1 occurrences (1.2%) 6750.8% +7110.2% to +7828.9%: 0 occurrences (0.0%) +7828.9% to +8547.6%: 0 occurrences (0.0%) +8547.6% to +9266.3%: 0 occurrences (0.0%) 8906.9% +9266.3% to +9985.0%: 0 occurrences (0.0%) +9985.0% to +10703.7%: 0 occurrences (0.0%) +10703.7% to +11422.4%: 2 occurrences (2.3%) 11063.0%
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%