Finance

WULF Move Probability $12.96 -0.40 (-3.0%)

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)
66.1%
Stock touched +5.0% ($13.60) at least once during 3 trading days.
Median first touch: Day 1 of 3
Expiration Close Probability
31.8%
Stock closed at or beyond +5.0% at the end of the 3-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%)
±11.5%
$11.46 — $14.45

Historical 3-Day Return Distribution

Frequency of rolling 3-day percentage returns over 519 historical windows (2024-09-13 to 2026-10-13). The colored bar indicates the win zone for +5.0%.

-28.9% to -22.6%: 3 occurrences (0.6%) -25.8% -22.6% to -16.3%: 19 occurrences (3.7%) -16.3% to -10.0%: 40 occurrences (7.7%) -10.0% to -3.8%: 118 occurrences (22.7%) -6.9% -3.8% to +2.5%: 128 occurrences (24.7%) +2.5% to +8.8%: 110 occurrences (21.2%) +8.8% to +15.1%: 52 occurrences (10.0%) 11.9% +15.1% to +21.4%: 29 occurrences (5.6%) +21.4% to +27.7%: 11 occurrences (2.1%) +27.7% to +33.9%: 3 occurrences (0.6%) 30.8% +33.9% to +40.2%: 3 occurrences (0.6%) +40.2% to +46.5%: 0 occurrences (0.0%) +46.5% to +52.8%: 0 occurrences (0.0%) 49.6% +52.8% to +59.1%: 0 occurrences (0.0%) +59.1% to +65.4%: 1 occurrences (0.2%) +65.4% to +71.6%: 2 occurrences (0.4%) 68.5%
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) 66.1% 31.8% Model-free reality across 519 historical 3-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 22.6% Adjusts normal bell curve for real-world skewness (0.47) and kurtosis (5.52).
Standard Normal (Black-Scholes / GBM) 67.1% 33.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 66.4% 33.6% Filters for historical windows that started with volatility similar to current 20-day HV (110 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)

3-Day Return Quantiles

  • Median Return: +0.3%
  • Top 10% Move (90th percentile): +14.6%
  • Bottom 10% Move (10th percentile): -11.0%
  • Max Historical Gain (3d): +71.6%
  • Max Historical Loss (3d): -28.9%