Finance

FOXF Move Probability $14.88 -0.30 (-2.0%)

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)
61.6%
Stock touched +5.0% ($15.62) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
24.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.48x
You are 2.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±12.8%
$12.97 — $16.78

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-43.5% to -38.9%: 4 occurrences (0.8%) -41.2% -38.9% to -34.4%: 7 occurrences (1.4%) -34.4% to -29.8%: 2 occurrences (0.4%) -29.8% to -25.2%: 4 occurrences (0.8%) -27.5% -25.2% to -20.7%: 3 occurrences (0.6%) -20.7% to -16.1%: 12 occurrences (2.4%) -16.1% to -11.5%: 32 occurrences (6.3%) -13.8% -11.5% to -6.9%: 76 occurrences (15.0%) -6.9% to -2.4%: 103 occurrences (20.3%) -2.4% to +2.2%: 92 occurrences (18.1%) -0.1% +2.2% to +6.8%: 66 occurrences (13.0%) +6.8% to +11.3%: 53 occurrences (10.4%) +11.3% to +15.9%: 23 occurrences (4.5%) 13.6% +15.9% to +20.5%: 14 occurrences (2.8%) +20.5% to +25.0%: 12 occurrences (2.4%) +25.0% to +29.6%: 5 occurrences (1.0%) 27.3%
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) 61.6% 24.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 23.6% Adjusts normal bell curve for real-world skewness (-1.18) and kurtosis (12.68).
Standard Normal (Black-Scholes / GBM) 70.3% 35.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 62.2% 25.9% Filters for historical windows that started with volatility similar to current 20-day HV (259 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 54.4%
  • Recent 20-Day HV: 66.1%
  • Parkinson Intraday Volatility: 40.1%
  • Vol Trend: Expanded (+22% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.9%
  • Top 10% Move (90th percentile): +11.7%
  • Bottom 10% Move (10th percentile): -13.2%
  • Max Historical Gain (14d): +29.6%
  • Max Historical Loss (14d): -43.5%