Finance

WIX Move Probability $78.72 -0.29 (-0.4%)

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)
61.4%
Stock touched +5.0% ($82.66) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
31.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.94x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±15.1%
$66.85 — $90.59

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%.

-34.5% to -28.9%: 14 occurrences (2.8%) -31.7% -28.9% to -23.2%: 31 occurrences (6.1%) -23.2% to -17.5%: 30 occurrences (5.9%) -17.5% to -11.9%: 54 occurrences (10.6%) -14.7% -11.9% to -6.2%: 69 occurrences (13.6%) -6.2% to -0.6%: 78 occurrences (15.4%) -0.6% to +5.1%: 72 occurrences (14.2%) 2.2% +5.1% to +10.7%: 59 occurrences (11.6%) +10.7% to +16.4%: 24 occurrences (4.7%) +16.4% to +22.0%: 15 occurrences (3.0%) 19.2% +22.0% to +27.7%: 24 occurrences (4.7%) +27.7% to +33.3%: 16 occurrences (3.1%) +33.3% to +39.0%: 15 occurrences (3.0%) 36.2% +39.0% to +44.6%: 5 occurrences (1.0%) +44.6% to +50.3%: 1 occurrences (0.2%) +50.3% to +56.0%: 1 occurrences (0.2%) 53.1%
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) 61.4% 31.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 30.2% Adjusts normal bell curve for real-world skewness (-1.02) and kurtosis (10.03).
Standard Normal (Black-Scholes / GBM) 74.6% 37.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 58.4% 36.3% Filters for historical windows that started with volatility similar to current 20-day HV (303 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 64.0%
  • Recent 20-Day HV: 61.1%
  • Parkinson Intraday Volatility: 47.2%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -1.9%
  • Top 10% Move (90th percentile): +24.3%
  • Bottom 10% Move (10th percentile): -22.5%
  • Max Historical Gain (14d): +56.0%
  • Max Historical Loss (14d): -34.5%