Finance

WULF Move Probability $12.76 -0.60 (-4.5%)

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)
88.4%
Stock touched +5.0% ($13.39) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
49.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.80x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±24.8%
$9.59 — $15.92

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-13 to 2026-10-13). The colored bar indicates the win zone for +5.0%.

-35.2% to -27.2%: 25 occurrences (4.9%) -31.2% -27.2% to -19.1%: 40 occurrences (7.9%) -19.1% to -11.1%: 63 occurrences (12.4%) -11.1% to -3.1%: 58 occurrences (11.4%) -7.1% -3.1% to +4.9%: 72 occurrences (14.2%) +4.9% to +12.9%: 88 occurrences (17.3%) +12.9% to +20.9%: 68 occurrences (13.4%) 16.9% +20.9% to +28.9%: 28 occurrences (5.5%) +28.9% to +37.0%: 29 occurrences (5.7%) +37.0% to +45.0%: 13 occurrences (2.6%) 41.0% +45.0% to +53.0%: 4 occurrences (0.8%) +53.0% to +61.0%: 3 occurrences (0.6%) +61.0% to +69.0%: 2 occurrences (0.4%) 65.0% +69.0% to +77.0%: 7 occurrences (1.4%) +77.0% to +85.1%: 5 occurrences (1.0%) +85.1% to +93.1%: 3 occurrences (0.6%) 89.1%
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) 88.4% 49.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 34.5% Adjusts normal bell curve for real-world skewness (0.47) and kurtosis (5.52).
Standard Normal (Black-Scholes / GBM) 84.4% 42.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 94.1% 68.3% Filters for historical windows that started with volatility similar to current 20-day HV (101 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 105.4%
  • Recent 20-Day HV: 60.4%
  • Parkinson Intraday Volatility: 88.9%
  • Vol Trend: Compressed (-43% vs baseline)

14-Day Return Quantiles

  • Median Return: +4.1%
  • Top 10% Move (90th percentile): +32.6%
  • Bottom 10% Move (10th percentile): -21.4%
  • Max Historical Gain (14d): +93.1%
  • Max Historical Loss (14d): -35.2%