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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
68.7%
Stock touched +5.0% ($25.00) at least once during 4 trading days.
Median first touch: Day 1 of 4
Expiration Close Probability
33.1%
Stock closed at or beyond +5.0% at the end of the 4-day window.
The Touch Multiple
2.08x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±36.0%
$15.24 — $32.38

Historical 4-Day Return Distribution

Frequency of rolling 4-day percentage returns over 517 historical windows (2024-10-10 to 2026-11-06). The colored bar indicates the win zone for +5.0%.

-84.1% to +44.0%: 500 occurrences (96.7%) -20.0% +44.0% to +172.2%: 12 occurrences (2.3%) +172.2% to +300.3%: 1 occurrences (0.2%) +300.3% to +428.5%: 0 occurrences (0.0%) 364.4% +428.5% to +556.6%: 0 occurrences (0.0%) +556.6% to +684.8%: 0 occurrences (0.0%) +684.8% to +812.9%: 0 occurrences (0.0%) 748.8% +812.9% to +941.1%: 0 occurrences (0.0%) +941.1% to +1069.2%: 1 occurrences (0.2%) +1069.2% to +1197.4%: 1 occurrences (0.2%) 1133.3% +1197.4% to +1325.5%: 1 occurrences (0.2%) +1325.5% to +1453.7%: 0 occurrences (0.0%) +1453.7% to +1581.8%: 0 occurrences (0.0%) 1517.7% +1581.8% to +1710.0%: 0 occurrences (0.0%) +1710.0% to +1838.1%: 0 occurrences (0.0%) +1838.1% to +1966.3%: 1 occurrences (0.2%) 1902.2%
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) 68.7% 33.1% Model-free reality across 517 historical 4-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.4% Adjusts normal bell curve for real-world skewness (6.8) and kurtosis (134.31).
Standard Normal (Black-Scholes / GBM) 89.2% 44.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 69.0% 34.5% Filters for historical windows that started with volatility similar to current 20-day HV (287 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)

4-Day Return Quantiles

  • Median Return: -2.2%
  • Top 10% Move (90th percentile): +22.5%
  • Bottom 10% Move (10th percentile): -21.1%
  • Max Historical Gain (4d): +1966.3%
  • Max Historical Loss (4d): -84.1%