Finance

GOW Move Probability $3.61 -0.40 (-10.0%)

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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Touch Probability (First Passage)
7.1%
Stock touched +5.0% ($3.79) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
1.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
3.86x
You are 3.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±30.0%
$2.53 — $4.69

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 381 historical windows (2025-03-18 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-79.0% to -69.1%: 1 occurrences (0.3%) -74.0% -69.1% to -59.2%: 10 occurrences (2.6%) -59.2% to -49.3%: 2 occurrences (0.5%) -49.3% to -39.4%: 1 occurrences (0.3%) -44.3% -39.4% to -29.5%: 1 occurrences (0.3%) -29.5% to -19.6%: 3 occurrences (0.8%) -19.6% to -9.7%: 4 occurrences (1.0%) -14.7% -9.7% to +0.2%: 144 occurrences (37.8%) +0.2% to +10.0%: 210 occurrences (55.1%) +10.0% to +19.9%: 2 occurrences (0.5%) 15.0% +19.9% to +29.8%: 2 occurrences (0.5%) +29.8% to +39.7%: 0 occurrences (0.0%) +39.7% to +49.6%: 0 occurrences (0.0%) 44.7% +49.6% to +59.5%: 0 occurrences (0.0%) +59.5% to +69.4%: 0 occurrences (0.0%) +69.4% to +79.3%: 1 occurrences (0.3%) 74.3%
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) 7.1% 1.8% Model-free reality across 381 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 49.8% Adjusts normal bell curve for real-world skewness (-7.42) and kurtosis (112.86).
Standard Normal (Black-Scholes / GBM) 87.1% 43.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 127.1%
  • Recent 20-Day HV: 524.1%
  • Parkinson Intraday Volatility: 62.0%
  • Vol Trend: Expanded (+312% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.2%
  • Top 10% Move (90th percentile): +0.9%
  • Bottom 10% Move (10th percentile): -0.5%
  • Max Historical Gain (14d): +79.3%
  • Max Historical Loss (14d): -79.0%