Finance

TG Move Probability $7.98 -0.05 (-0.6%)

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)
54.5%
Stock touched +5.0% ($8.38) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
28.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.90x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±10.6%
$7.13 — $8.83

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%.

-24.7% to -21.7%: 5 occurrences (1.0%) -23.2% -21.7% to -18.7%: 5 occurrences (1.0%) -18.7% to -15.6%: 15 occurrences (3.0%) -15.6% to -12.6%: 17 occurrences (3.3%) -14.1% -12.6% to -9.6%: 25 occurrences (4.9%) -9.6% to -6.6%: 46 occurrences (9.1%) -6.6% to -3.5%: 55 occurrences (10.8%) -5.0% -3.5% to -0.5%: 56 occurrences (11.0%) -0.5% to +2.5%: 73 occurrences (14.4%) +2.5% to +5.6%: 71 occurrences (14.0%) 4.1% +5.6% to +8.6%: 39 occurrences (7.7%) +8.6% to +11.6%: 26 occurrences (5.1%) +11.6% to +14.7%: 39 occurrences (7.7%) 13.1% +14.7% to +17.7%: 22 occurrences (4.3%) +17.7% to +20.7%: 10 occurrences (2.0%) +20.7% to +23.7%: 4 occurrences (0.8%) 22.2%
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) 54.5% 28.7% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 17.3% Adjusts normal bell curve for real-world skewness (-0.62) and kurtosis (11.04).
Standard Normal (Black-Scholes / GBM) 64.7% 32.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 41.4% 22.6% Filters for historical windows that started with volatility similar to current 20-day HV (239 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 45.1%
  • Recent 20-Day HV: 27.1%
  • Parkinson Intraday Volatility: 29.2%
  • Vol Trend: Compressed (-40% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.9%
  • Top 10% Move (90th percentile): +13.5%
  • Bottom 10% Move (10th percentile): -11.3%
  • Max Historical Gain (14d): +23.7%
  • Max Historical Loss (14d): -24.7%