Finance

TDS Move Probability $34.16 +0.99 (+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)
53.0%
Stock touched +5.0% ($35.87) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
27.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.96x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±8.4%
$31.28 — $37.04

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 509 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-20.2% to -17.1%: 1 occurrences (0.2%) -18.6% -17.1% to -14.0%: 3 occurrences (0.6%) -14.0% to -10.8%: 13 occurrences (2.6%) -10.8% to -7.7%: 26 occurrences (5.1%) -9.3% -7.7% to -4.6%: 52 occurrences (10.2%) -4.6% to -1.5%: 88 occurrences (17.3%) -1.5% to +1.6%: 105 occurrences (20.6%) 0.1% +1.6% to +4.7%: 76 occurrences (14.9%) +4.7% to +7.9%: 64 occurrences (12.6%) +7.9% to +11.0%: 39 occurrences (7.7%) 9.4% +11.0% to +14.1%: 20 occurrences (3.9%) +14.1% to +17.2%: 5 occurrences (1.0%) +17.2% to +20.3%: 7 occurrences (1.4%) 18.8% +20.3% to +23.4%: 3 occurrences (0.6%) +23.4% to +26.6%: 4 occurrences (0.8%) +26.6% to +29.7%: 3 occurrences (0.6%) 28.1%
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) 53.0% 27.1% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 14.4% Adjusts normal bell curve for real-world skewness (0.54) and kurtosis (6.92).
Standard Normal (Black-Scholes / GBM) 56.2% 28.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 50.7% 23.8% Filters for historical windows that started with volatility similar to current 20-day HV (349 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 35.7%
  • Recent 20-Day HV: 34.0%
  • Parkinson Intraday Volatility: 30.7%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.7%
  • Top 10% Move (90th percentile): +9.8%
  • Bottom 10% Move (10th percentile): -7.1%
  • Max Historical Gain (14d): +29.7%
  • Max Historical Loss (14d): -20.2%