Finance

WNDW Move Probability $1.60 -0.15 (-8.6%)

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)
82.1%
Stock touched +5.0% ($1.68) at least once during 14 trading days.
Median first touch: Day 1 of 14
Expiration Close Probability
32.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.52x
You are 2.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±42.5%
$0.92 — $2.28

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-34.7% to +11.2%: 371 occurrences (76.2%) -11.7% +11.2% to +57.1%: 83 occurrences (17.0%) +57.1% to +103.1%: 14 occurrences (2.9%) +103.1% to +149.0%: 5 occurrences (1.0%) 126.0% +149.0% to +194.9%: 4 occurrences (0.8%) +194.9% to +240.8%: 4 occurrences (0.8%) +240.8% to +286.7%: 2 occurrences (0.4%) 263.8% +286.7% to +332.7%: 0 occurrences (0.0%) +332.7% to +378.6%: 0 occurrences (0.0%) +378.6% to +424.5%: 1 occurrences (0.2%) 401.5% +424.5% to +470.4%: 0 occurrences (0.0%) +470.4% to +516.3%: 0 occurrences (0.0%) +516.3% to +562.2%: 0 occurrences (0.0%) 539.3% +562.2% to +608.2%: 1 occurrences (0.2%) +608.2% to +654.1%: 1 occurrences (0.2%) +654.1% to +700.0%: 1 occurrences (0.2%) 677.0%
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) 82.1% 32.6% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 31.2% Adjusts normal bell curve for real-world skewness (1.57) and kurtosis (10.98).
Standard Normal (Black-Scholes / GBM) 90.9% 45.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 77.0% 24.8% Filters for historical windows that started with volatility similar to current 20-day HV (274 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 180.4%
  • Recent 20-Day HV: 128.3%
  • Parkinson Intraday Volatility: 225.2%
  • Vol Trend: Compressed (-29% vs baseline)

14-Day Return Quantiles

  • Median Return: -3.3%
  • Top 10% Move (90th percentile): +35.5%
  • Bottom 10% Move (10th percentile): -18.4%
  • Max Historical Gain (14d): +700.0%
  • Max Historical Loss (14d): -34.7%