Finance

WORX Move Probability $2.34 -1.30 (-35.7%)

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)
54.9%
Stock touched +5.0% ($2.46) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
17.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
3.21x
You are 3.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±61.0%
$0.91 — $3.77

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%.

-91.7% to -58.8%: 19 occurrences (3.7%) -75.3% -58.8% to -26.0%: 68 occurrences (13.4%) -26.0% to +6.8%: 345 occurrences (67.9%) +6.8% to +39.7%: 40 occurrences (7.9%) 23.2% +39.7% to +72.5%: 4 occurrences (0.8%) +72.5% to +105.3%: 16 occurrences (3.1%) +105.3% to +138.2%: 9 occurrences (1.8%) 121.7% +138.2% to +171.0%: 2 occurrences (0.4%) +171.0% to +203.8%: 0 occurrences (0.0%) +203.8% to +236.7%: 1 occurrences (0.2%) 220.2% +236.7% to +269.5%: 2 occurrences (0.4%) +269.5% to +302.3%: 1 occurrences (0.2%) +302.3% to +335.2%: 0 occurrences (0.0%) 318.7% +335.2% to +368.0%: 0 occurrences (0.0%) +368.0% to +400.8%: 0 occurrences (0.0%) +400.8% to +433.6%: 1 occurrences (0.2%) 417.2%
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) 54.9% 17.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 34.5% Adjusts normal bell curve for real-world skewness (-4.3) and kurtosis (123.89).
Standard Normal (Black-Scholes / GBM) 93.6% 46.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 0.0% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (20 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 258.9%
  • Recent 20-Day HV: 723.6%
  • Parkinson Intraday Volatility: 114.2%
  • Vol Trend: Expanded (+179% vs baseline)

14-Day Return Quantiles

  • Median Return: -4.3%
  • Top 10% Move (90th percentile): +16.0%
  • Bottom 10% Move (10th percentile): -32.6%
  • Max Historical Gain (14d): +433.6%
  • Max Historical Loss (14d): -91.7%