Finance

FLWS Move Probability $2.67 +0.02 (+0.8%)

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)
68.8%
Stock touched +5.0% ($2.80) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
28.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.41x
You are 2.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±16.6%
$2.23 — $3.11

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%.

-36.0% to -30.5%: 4 occurrences (0.8%) -33.3% -30.5% to -25.0%: 12 occurrences (2.4%) -25.0% to -19.5%: 32 occurrences (6.3%) -19.5% to -14.0%: 48 occurrences (9.4%) -16.7% -14.0% to -8.5%: 59 occurrences (11.6%) -8.5% to -3.0%: 84 occurrences (16.5%) -3.0% to +2.6%: 88 occurrences (17.3%) -0.2% +2.6% to +8.1%: 83 occurrences (16.3%) +8.1% to +13.6%: 54 occurrences (10.6%) +13.6% to +19.1%: 23 occurrences (4.5%) 16.3% +19.1% to +24.6%: 9 occurrences (1.8%) +24.6% to +30.1%: 4 occurrences (0.8%) +30.1% to +35.6%: 3 occurrences (0.6%) 32.9% +35.6% to +41.1%: 2 occurrences (0.4%) +41.1% to +46.6%: 3 occurrences (0.6%) +46.6% to +52.2%: 1 occurrences (0.2%) 49.4%
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) 68.8% 28.5% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 27.5% Adjusts normal bell curve for real-world skewness (0.4) and kurtosis (7.04).
Standard Normal (Black-Scholes / GBM) 76.9% 38.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 61.7% 27.9% Filters for historical windows that started with volatility similar to current 20-day HV (240 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 70.5%
  • Recent 20-Day HV: 44.4%
  • Parkinson Intraday Volatility: 66.6%
  • Vol Trend: Compressed (-37% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.5%
  • Top 10% Move (90th percentile): +12.4%
  • Bottom 10% Move (10th percentile): -18.7%
  • Max Historical Gain (14d): +52.2%
  • Max Historical Loss (14d): -36.0%