Finance

XPOF Move Probability $4.29 -0.10 (-2.3%)

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)
62.0%
Stock touched +5.0% ($4.50) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
35.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.77x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±21.3%
$3.37 — $5.21

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%.

-50.2% to -44.1%: 3 occurrences (0.6%) -47.2% -44.1% to -38.0%: 3 occurrences (0.6%) -38.0% to -31.9%: 17 occurrences (3.3%) -31.9% to -25.8%: 23 occurrences (4.5%) -28.9% -25.8% to -19.7%: 34 occurrences (6.7%) -19.7% to -13.6%: 29 occurrences (5.7%) -13.6% to -7.5%: 70 occurrences (13.8%) -10.6% -7.5% to -1.4%: 77 occurrences (15.2%) -1.4% to +4.7%: 68 occurrences (13.4%) +4.7% to +10.8%: 59 occurrences (11.6%) 7.8% +10.8% to +16.9%: 42 occurrences (8.3%) +16.9% to +23.0%: 36 occurrences (7.1%) +23.0% to +29.1%: 24 occurrences (4.7%) 26.1% +29.1% to +35.2%: 14 occurrences (2.8%) +35.2% to +41.3%: 4 occurrences (0.8%) +41.3% to +47.4%: 5 occurrences (1.0%) 44.4%
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) 62.0% 35.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 33.4% Adjusts normal bell curve for real-world skewness (-3.75) and kurtosis (43.76).
Standard Normal (Black-Scholes / GBM) 81.9% 41.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 55.4% 34.5% Filters for historical windows that started with volatility similar to current 20-day HV (278 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 90.5%
  • Recent 20-Day HV: 55.6%
  • Parkinson Intraday Volatility: 57.2%
  • Vol Trend: Compressed (-39% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.5%
  • Top 10% Move (90th percentile): +22.4%
  • Bottom 10% Move (10th percentile): -24.4%
  • Max Historical Gain (14d): +47.4%
  • Max Historical Loss (14d): -50.2%