Finance

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.

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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
64.6%
Stock touched +5.0% ($6.52) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
37.4%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
1.73x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±30.6%
$4.31 — $8.11

Historical 1-Day Return Distribution

Frequency of rolling 1-day percentage returns over 99 historical windows (2026-04-24 to 2026-09-16). The colored bar indicates the win zone for +5.0%.

-34.5% to +17.5%: 77 occurrences (77.8%) -8.5% +17.5% to +69.6%: 20 occurrences (20.2%) +69.6% to +121.7%: 1 occurrences (1.0%) +121.7% to +173.8%: 0 occurrences (0.0%) 147.7% +173.8% to +225.9%: 0 occurrences (0.0%) +225.9% to +277.9%: 0 occurrences (0.0%) +277.9% to +330.0%: 0 occurrences (0.0%) 304.0% +330.0% to +382.1%: 0 occurrences (0.0%) +382.1% to +434.2%: 0 occurrences (0.0%) +434.2% to +486.2%: 0 occurrences (0.0%) 460.2% +486.2% to +538.3%: 0 occurrences (0.0%) +538.3% to +590.4%: 0 occurrences (0.0%) +590.4% to +642.5%: 0 occurrences (0.0%) 616.4% +642.5% to +694.6%: 0 occurrences (0.0%) +694.6% to +746.6%: 0 occurrences (0.0%) +746.6% to +798.7%: 1 occurrences (1.0%) 772.7%
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) 64.6% 37.4% Model-free reality across 99 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 17.6% Adjusts normal bell curve for real-world skewness (3.68) and kurtosis (23.78).
Standard Normal (Black-Scholes / GBM) 87.3% 43.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 58.1% 25.8% Filters for historical windows that started with volatility similar to current 20-day HV (31 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)

1-Day Return Quantiles

  • Median Return: +1.1%
  • Top 10% Move (90th percentile): +29.2%
  • Bottom 10% Move (10th percentile): -24.0%
  • Max Historical Gain (1d): +798.7%
  • Max Historical Loss (1d): -34.5%