Finance

TGTX Move Probability $53.22 -1.31 (-2.4%)

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)
69.3%
Stock touched +5.0% ($55.88) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
38.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.79x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±12.2%
$46.72 — $59.72

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%.

-29.4% to -24.4%: 8 occurrences (1.6%) -26.9% -24.4% to -19.4%: 9 occurrences (1.8%) -19.4% to -14.4%: 11 occurrences (2.2%) -14.4% to -9.5%: 36 occurrences (7.1%) -11.9% -9.5% to -4.5%: 71 occurrences (14.0%) -4.5% to +0.5%: 97 occurrences (19.1%) +0.5% to +5.5%: 85 occurrences (16.7%) 3.0% +5.5% to +10.5%: 53 occurrences (10.4%) +10.5% to +15.4%: 65 occurrences (12.8%) +15.4% to +20.4%: 31 occurrences (6.1%) 17.9% +20.4% to +25.4%: 13 occurrences (2.6%) +25.4% to +30.4%: 11 occurrences (2.2%) +30.4% to +35.4%: 6 occurrences (1.2%) 32.9% +35.4% to +40.3%: 4 occurrences (0.8%) +40.3% to +45.3%: 5 occurrences (1.0%) +45.3% to +50.3%: 3 occurrences (0.6%) 47.8%
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) 69.3% 38.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 27.0% Adjusts normal bell curve for real-world skewness (-0.14) and kurtosis (4.98).
Standard Normal (Black-Scholes / GBM) 69.0% 34.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 61.9% 25.7% Filters for historical windows that started with volatility similar to current 20-day HV (265 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 51.8%
  • Recent 20-Day HV: 35.4%
  • Parkinson Intraday Volatility: 46.7%
  • Vol Trend: Compressed (-32% vs baseline)

14-Day Return Quantiles

  • Median Return: +1.4%
  • Top 10% Move (90th percentile): +18.2%
  • Bottom 10% Move (10th percentile): -10.5%
  • Max Historical Gain (14d): +50.3%
  • Max Historical Loss (14d): -29.4%