Finance

WLDN Move Probability $72.69 +0.05 (+0.1%)

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)
60.0%
Stock touched +5.0% ($76.32) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
36.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.63x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±13.2%
$63.07 — $82.31

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%.

-37.8% to -32.5%: 3 occurrences (0.6%) -35.2% -32.5% to -27.2%: 6 occurrences (1.2%) -27.2% to -21.9%: 5 occurrences (1.0%) -21.9% to -16.6%: 11 occurrences (2.2%) -19.2% -16.6% to -11.2%: 39 occurrences (7.7%) -11.2% to -5.9%: 96 occurrences (18.9%) -5.9% to -0.6%: 87 occurrences (17.1%) -3.3% -0.6% to +4.7%: 71 occurrences (14.0%) +4.7% to +10.0%: 54 occurrences (10.6%) +10.0% to +15.3%: 34 occurrences (6.7%) 12.7% +15.3% to +20.7%: 35 occurrences (6.9%) +20.7% to +26.0%: 26 occurrences (5.1%) +26.0% to +31.3%: 22 occurrences (4.3%) 28.6% +31.3% to +36.6%: 11 occurrences (2.2%) +36.6% to +41.9%: 3 occurrences (0.6%) +41.9% to +47.2%: 5 occurrences (1.0%) 44.6%
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) 60.0% 36.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 8.9% Adjusts normal bell curve for real-world skewness (0.19) and kurtosis (21.63).
Standard Normal (Black-Scholes / GBM) 71.2% 35.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 48.0% 38.2% Filters for historical windows that started with volatility similar to current 20-day HV (102 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 56.1%
  • Recent 20-Day HV: 22.0%
  • Parkinson Intraday Volatility: 35.0%
  • Vol Trend: Compressed (-61% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.1%
  • Top 10% Move (90th percentile): +23.5%
  • Bottom 10% Move (10th percentile): -11.8%
  • Max Historical Gain (14d): +47.2%
  • Max Historical Loss (14d): -37.8%