Pre-trade risk
First-Passage Risk Simulator
If you buy today, what is the chance the price falls to your loss limit before it reaches your profit target within the next N trading days?
Simulation research only. Not investment advice.
Research output, not investment advice. GBM assumes constant volatility and no jumps; real prices gap and cluster. Barriers are checked on daily closes, so intraday stop-outs that revert before the close are not counted.