Finance

FOXO Move Probability $0.09 -0.01 (-9.6%)

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)
28.4%
Stock touched +5.0% ($0.10) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
4.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
6.84x
You are 6.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±145.8%
$0.00 — $0.22

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 458 historical windows (2024-09-23 to 2026-08-11). The colored bar indicates the win zone for +5.0%.

-100.0% to -58.5%: 19 occurrences (4.1%) -79.2% -58.5% to -17.0%: 152 occurrences (33.2%) -17.0% to +24.5%: 270 occurrences (59.0%) +24.5% to +66.0%: 3 occurrences (0.7%) 45.3% +66.0% to +107.5%: 0 occurrences (0.0%) +107.5% to +149.0%: 1 occurrences (0.2%) +149.0% to +190.5%: 1 occurrences (0.2%) 169.7% +190.5% to +232.0%: 0 occurrences (0.0%) +232.0% to +273.5%: 1 occurrences (0.2%) +273.5% to +315.0%: 1 occurrences (0.2%) 294.2% +315.0% to +356.4%: 3 occurrences (0.7%) +356.4% to +397.9%: 5 occurrences (1.1%) +397.9% to +439.4%: 0 occurrences (0.0%) 418.7% +439.4% to +480.9%: 0 occurrences (0.0%) +480.9% to +522.4%: 0 occurrences (0.0%) +522.4% to +563.9%: 2 occurrences (0.4%) 543.2%
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) 28.4% 4.1% Model-free reality across 458 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 99.8% Adjusts normal bell curve for real-world skewness (-18.05) and kurtosis (372.17).
Standard Normal (Black-Scholes / GBM) 97.3% 48.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 0.0% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (202 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 618.4%
  • Recent 20-Day HV: 0.0%
  • Parkinson Intraday Volatility: 115.6%
  • Vol Trend: Compressed (-100% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +0.0%
  • Bottom 10% Move (10th percentile): -44.3%
  • Max Historical Gain (14d): +563.9%
  • Max Historical Loss (14d): -100.0%