Finance

WSE Move Probability $12.24 +0.31 (+2.6%)

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)
44.7%
Stock touched +5.0% ($12.85) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
26.6%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.68x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±10.2%
$10.99 — $13.49

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 94 historical windows (2026-05-11 to 2026-10-13). The colored bar indicates the win zone for +5.0%.

-22.5% to -19.6%: 2 occurrences (2.1%) -21.0% -19.6% to -16.7%: 4 occurrences (4.3%) -16.7% to -13.7%: 6 occurrences (6.4%) -13.7% to -10.8%: 9 occurrences (9.6%) -12.3% -10.8% to -7.9%: 6 occurrences (6.4%) -7.9% to -5.0%: 10 occurrences (10.6%) -5.0% to -2.1%: 5 occurrences (5.3%) -3.6% -2.1% to +0.8%: 14 occurrences (14.9%) +0.8% to +3.7%: 8 occurrences (8.5%) +3.7% to +6.6%: 10 occurrences (10.6%) 5.2% +6.6% to +9.5%: 5 occurrences (5.3%) +9.5% to +12.4%: 1 occurrences (1.1%) +12.4% to +15.3%: 6 occurrences (6.4%) 13.9% +15.3% to +18.2%: 3 occurrences (3.2%) +18.2% to +21.2%: 4 occurrences (4.3%) +21.2% to +24.1%: 1 occurrences (1.1%) 22.6%
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) 44.7% 26.6% Model-free reality across 94 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 29.1% Adjusts normal bell curve for real-world skewness (-0.12) and kurtosis (1.64).
Standard Normal (Black-Scholes / GBM) 63.3% 31.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 43.3%
  • Recent 20-Day HV: 20.3%
  • Parkinson Intraday Volatility: 26.9%
  • Vol Trend: Compressed (-53% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.9%
  • Top 10% Move (90th percentile): +14.1%
  • Bottom 10% Move (10th percentile): -14.7%
  • Max Historical Gain (14d): +24.1%
  • Max Historical Loss (14d): -22.5%