Finance

WKSP Move Probability $0.34 -0.01 (-4.2%)

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)
69.1%
Stock touched +5.0% ($0.35) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
27.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.53x
You are 2.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±24.8%
$0.25 — $0.42

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%.

-49.3% to -40.0%: 15 occurrences (3.0%) -44.7% -40.0% to -30.7%: 20 occurrences (3.9%) -30.7% to -21.4%: 78 occurrences (15.4%) -21.4% to -12.1%: 95 occurrences (18.7%) -16.8% -12.1% to -2.8%: 110 occurrences (21.7%) -2.8% to +6.4%: 57 occurrences (11.2%) +6.4% to +15.7%: 50 occurrences (9.8%) 11.1% +15.7% to +25.0%: 24 occurrences (4.7%) +25.0% to +34.3%: 15 occurrences (3.0%) +34.3% to +43.6%: 20 occurrences (3.9%) 39.0% +43.6% to +52.9%: 10 occurrences (2.0%) +52.9% to +62.2%: 4 occurrences (0.8%) +62.2% to +71.5%: 4 occurrences (0.8%) 66.9% +71.5% to +80.8%: 3 occurrences (0.6%) +80.8% to +90.1%: 2 occurrences (0.4%) +90.1% to +99.4%: 1 occurrences (0.2%) 94.7%
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) 69.1% 27.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 38.9% Adjusts normal bell curve for real-world skewness (0.01) and kurtosis (3.41).
Standard Normal (Black-Scholes / GBM) 84.4% 42.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 60.8% 17.0% Filters for historical windows that started with volatility similar to current 20-day HV (153 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 105.2%
  • Recent 20-Day HV: 63.0%
  • Parkinson Intraday Volatility: 77.7%
  • Vol Trend: Compressed (-40% vs baseline)

14-Day Return Quantiles

  • Median Return: -8.3%
  • Top 10% Move (90th percentile): +29.5%
  • Bottom 10% Move (10th percentile): -29.0%
  • Max Historical Gain (14d): +99.4%
  • Max Historical Loss (14d): -49.3%