Finance

WATT Move Probability $8.85 +0.12 (+1.4%)

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)
71.7%
Stock touched +5.0% ($9.29) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
35.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.04x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±43.7%
$4.98 — $12.72

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%.

-82.0% to -38.4%: 21 occurrences (4.1%) -60.2% -38.4% to +5.1%: 310 occurrences (61.0%) +5.1% to +48.6%: 122 occurrences (24.0%) +48.6% to +92.1%: 37 occurrences (7.3%) 70.3% +92.1% to +135.6%: 11 occurrences (2.2%) +135.6% to +179.1%: 2 occurrences (0.4%) +179.1% to +222.6%: 3 occurrences (0.6%) 200.9% +222.6% to +266.2%: 0 occurrences (0.0%) +266.2% to +309.7%: 1 occurrences (0.2%) +309.7% to +353.2%: 0 occurrences (0.0%) 331.4% +353.2% to +396.7%: 0 occurrences (0.0%) +396.7% to +440.2%: 0 occurrences (0.0%) +440.2% to +483.7%: 0 occurrences (0.0%) 462.0% +483.7% to +527.3%: 0 occurrences (0.0%) +527.3% to +570.8%: 0 occurrences (0.0%) +570.8% to +614.3%: 1 occurrences (0.2%) 592.5%
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) 71.7% 35.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.8% Adjusts normal bell curve for real-world skewness (7.04) and kurtosis (138.18).
Standard Normal (Black-Scholes / GBM) 91.1% 45.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 70.5% 35.0% Filters for historical windows that started with volatility similar to current 20-day HV (254 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 185.6%
  • Recent 20-Day HV: 75.7%
  • Parkinson Intraday Volatility: 96.6%
  • Vol Trend: Compressed (-59% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.8%
  • Top 10% Move (90th percentile): +52.1%
  • Bottom 10% Move (10th percentile): -32.4%
  • Max Historical Gain (14d): +614.3%
  • Max Historical Loss (14d): -82.0%