Finance

TGEN Move Probability $2.19 +0.04 (+1.9%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
78.0%
Stock touched +5.0% ($2.29) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
35.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.21x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±26.8%
$1.60 — $2.77

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 354 historical windows (2025-05-06 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-47.6% to -38.5%: 1 occurrences (0.3%) -43.0% -38.5% to -29.5%: 21 occurrences (5.9%) -29.5% to -20.4%: 54 occurrences (15.3%) -20.4% to -11.4%: 57 occurrences (16.1%) -15.9% -11.4% to -2.3%: 68 occurrences (19.2%) -2.3% to +6.7%: 39 occurrences (11.0%) +6.7% to +15.8%: 23 occurrences (6.5%) 11.2% +15.8% to +24.8%: 21 occurrences (5.9%) +24.8% to +33.9%: 22 occurrences (6.2%) +33.9% to +42.9%: 21 occurrences (5.9%) 38.4% +42.9% to +51.9%: 10 occurrences (2.8%) +51.9% to +61.0%: 13 occurrences (3.7%) +61.0% to +70.0%: 2 occurrences (0.6%) 65.5% +70.0% to +79.1%: 1 occurrences (0.3%) +79.1% to +88.1%: 0 occurrences (0.0%) +88.1% to +97.2%: 1 occurrences (0.3%) 92.7%
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) 78.0% 35.3% Model-free reality across 354 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 37.4% Adjusts normal bell curve for real-world skewness (0.48) and kurtosis (3.02).
Standard Normal (Black-Scholes / GBM) 85.6% 42.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 68.0% 23.8% Filters for historical windows that started with volatility similar to current 20-day HV (122 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 113.8%
  • Recent 20-Day HV: 65.4%
  • Parkinson Intraday Volatility: 91.0%
  • Vol Trend: Compressed (-43% vs baseline)

14-Day Return Quantiles

  • Median Return: -6.2%
  • Top 10% Move (90th percentile): +38.8%
  • Bottom 10% Move (10th percentile): -25.8%
  • Max Historical Gain (14d): +97.2%
  • Max Historical Loss (14d): -47.6%