Finance

WGS Move Probability $56.32 -10.89 (-16.2%)

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)
77.8%
Stock touched +5.0% ($59.14) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
42.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.82x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±24.2%
$42.71 — $69.93

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 509 historical windows (2024-09-24 to 2026-10-23). The colored bar indicates the win zone for +5.0%.

-48.6% to -41.0%: 12 occurrences (2.4%) -44.8% -41.0% to -33.4%: 11 occurrences (2.2%) -33.4% to -25.8%: 18 occurrences (3.5%) -25.8% to -18.2%: 29 occurrences (5.7%) -22.0% -18.2% to -10.6%: 53 occurrences (10.4%) -10.6% to -3.1%: 81 occurrences (15.9%) -3.1% to +4.5%: 82 occurrences (16.1%) 0.7% +4.5% to +12.1%: 62 occurrences (12.2%) +12.1% to +19.7%: 44 occurrences (8.6%) +19.7% to +27.3%: 48 occurrences (9.4%) 23.5% +27.3% to +34.9%: 34 occurrences (6.7%) +34.9% to +42.5%: 19 occurrences (3.7%) +42.5% to +50.1%: 9 occurrences (1.8%) 46.3% +50.1% to +57.7%: 4 occurrences (0.8%) +57.7% to +65.3%: 2 occurrences (0.4%) +65.3% to +72.9%: 1 occurrences (0.2%) 69.1%
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) 77.8% 42.8% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 29.2% Adjusts normal bell curve for real-world skewness (-2.49) and kurtosis (36.65).
Standard Normal (Black-Scholes / GBM) 84.0% 42.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 77.8% 39.1% Filters for historical windows that started with volatility similar to current 20-day HV (261 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 102.5%
  • Recent 20-Day HV: 95.5%
  • Parkinson Intraday Volatility: 66.8%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +1.5%
  • Top 10% Move (90th percentile): +31.0%
  • Bottom 10% Move (10th percentile): -21.9%
  • Max Historical Gain (14d): +72.9%
  • Max Historical Loss (14d): -48.6%