WFF Move Probability $10.83 -7.99 (-42.5%)
Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.
Touch Probability (First Passage)
74.9%
Stock touched +5.0% ($11.37) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
42.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.75x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±82.9%
$1.86 — $19.80
Historical 14-Day Return Distribution
Frequency of rolling 14-day percentage returns over 375 historical windows (2025-03-27 to 2026-10-13). The colored bar indicates the win zone for +5.0%.
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) | 74.9% | 42.9% | Model-free reality across 375 historical 14-day windows. |
| Fat-Tail Adjusted (Cornish-Fisher) | — | 12.6% | Adjusts normal bell curve for real-world skewness (5.08) and kurtosis (62.0). |
| Standard Normal (Black-Scholes / GBM) | 95.3% | 47.7% | Classic theoretical log-normal model with constant volatility (often underestimates tail risks). |
Underlying Volatility Profile
Volatility Metrics
- 1-Year Annualized HV: 351.5%
- Recent 20-Day HV: 671.4%
- Parkinson Intraday Volatility: 244.7%
- Vol Trend: Expanded (+91% vs baseline)
14-Day Return Quantiles
- Median Return: +0.5%
- Top 10% Move (90th percentile): +43.1%
- Bottom 10% Move (10th percentile): -30.7%
- Max Historical Gain (14d): +6958.8%
- Max Historical Loss (14d): -90.3%