Finance

TILE Move Probability $30.75 -7.07 (-18.7%)

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)
57.8%
Stock touched +5.0% ($32.28) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
36.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.58x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±10.3%
$27.57 — $33.92

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-10-10 to 2026-11-06). The colored bar indicates the win zone for +5.0%.

-21.2% to -17.0%: 10 occurrences (2.0%) -19.1% -17.0% to -12.8%: 18 occurrences (3.6%) -12.8% to -8.6%: 36 occurrences (7.1%) -8.6% to -4.4%: 64 occurrences (12.6%) -6.5% -4.4% to -0.2%: 61 occurrences (12.0%) -0.2% to +3.9%: 106 occurrences (20.9%) +3.9% to +8.1%: 102 occurrences (20.1%) 6.0% +8.1% to +12.3%: 52 occurrences (10.3%) +12.3% to +16.5%: 22 occurrences (4.3%) +16.5% to +20.7%: 13 occurrences (2.6%) 18.6% +20.7% to +24.9%: 8 occurrences (1.6%) +24.9% to +29.0%: 4 occurrences (0.8%) +29.0% to +33.2%: 3 occurrences (0.6%) 31.1% +33.2% to +37.4%: 0 occurrences (0.0%) +37.4% to +41.6%: 7 occurrences (1.4%) +41.6% to +45.8%: 1 occurrences (0.2%) 43.7%
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) 57.8% 36.5% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 1.5% Adjusts normal bell curve for real-world skewness (1.72) and kurtosis (30.15).
Standard Normal (Black-Scholes / GBM) 63.6% 31.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 71.4% 40.5% Filters for historical windows that started with volatility similar to current 20-day HV (42 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 43.8%
  • Recent 20-Day HV: 85.9%
  • Parkinson Intraday Volatility: 27.4%
  • Vol Trend: Expanded (+96% vs baseline)

14-Day Return Quantiles

  • Median Return: +2.2%
  • Top 10% Move (90th percentile): +12.8%
  • Bottom 10% Move (10th percentile): -9.9%
  • Max Historical Gain (14d): +45.8%
  • Max Historical Loss (14d): -21.2%