Finance

WOLF Move Probability $23.81 +3.46 (+17.0%)

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)
80.9%
Stock touched +5.0% ($25.00) at least once during 14 trading days.
Median first touch: Day 1 of 14
Expiration Close Probability
34.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.37x
You are 2.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±67.3%
$7.78 — $39.84

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-10-10 to 2026-11-06). The colored bar indicates the win zone for +5.0%.

-93.1% to +75.4%: 467 occurrences (92.1%) -8.9% +75.4% to +244.0%: 26 occurrences (5.1%) +244.0% to +412.6%: 0 occurrences (0.0%) +412.6% to +581.2%: 0 occurrences (0.0%) 496.9% +581.2% to +749.8%: 1 occurrences (0.2%) +749.8% to +918.3%: 1 occurrences (0.2%) +918.3% to +1086.9%: 3 occurrences (0.6%) 1002.6% +1086.9% to +1255.5%: 2 occurrences (0.4%) +1255.5% to +1424.1%: 2 occurrences (0.4%) +1424.1% to +1592.7%: 2 occurrences (0.4%) 1508.4% +1592.7% to +1761.3%: 1 occurrences (0.2%) +1761.3% to +1929.8%: 1 occurrences (0.2%) +1929.8% to +2098.4%: 0 occurrences (0.0%) 2014.1% +2098.4% to +2267.0%: 0 occurrences (0.0%) +2267.0% to +2435.6%: 0 occurrences (0.0%) +2435.6% to +2604.2%: 1 occurrences (0.2%) 2519.9%
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) 80.9% 34.1% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 2.6% Adjusts normal bell curve for real-world skewness (6.8) and kurtosis (134.31).
Standard Normal (Black-Scholes / GBM) 94.2% 47.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 80.5% 29.6% Filters for historical windows that started with volatility similar to current 20-day HV (277 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 285.7%
  • Recent 20-Day HV: 131.8%
  • Parkinson Intraday Volatility: 133.2%
  • Vol Trend: Compressed (-54% vs baseline)

14-Day Return Quantiles

  • Median Return: -7.4%
  • Top 10% Move (90th percentile): +57.7%
  • Bottom 10% Move (10th percentile): -46.3%
  • Max Historical Gain (14d): +2604.2%
  • Max Historical Loss (14d): -93.1%