Finance

TISI Move Probability $24.20 -0.06 (-0.2%)

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)
51.2%
Stock touched +5.0% ($25.41) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
34.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.50x
You are 1.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±16.7%
$20.15 — $28.25

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%.

-32.6% to -27.4%: 4 occurrences (0.8%) -30.0% -27.4% to -22.2%: 8 occurrences (1.6%) -22.2% to -17.0%: 17 occurrences (3.3%) -17.0% to -11.8%: 39 occurrences (7.7%) -14.4% -11.8% to -6.6%: 58 occurrences (11.4%) -6.6% to -1.4%: 105 occurrences (20.7%) -1.4% to +3.8%: 82 occurrences (16.1%) 1.2% +3.8% to +9.0%: 84 occurrences (16.5%) +9.0% to +14.2%: 33 occurrences (6.5%) +14.2% to +19.4%: 20 occurrences (3.9%) 16.8% +19.4% to +24.6%: 16 occurrences (3.1%) +24.6% to +29.7%: 16 occurrences (3.1%) +29.7% to +34.9%: 10 occurrences (2.0%) 32.3% +34.9% to +40.1%: 4 occurrences (0.8%) +40.1% to +45.3%: 7 occurrences (1.4%) +45.3% to +50.5%: 5 occurrences (1.0%) 47.9%
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) 51.2% 34.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 26.2% Adjusts normal bell curve for real-world skewness (-0.29) and kurtosis (11.12).
Standard Normal (Black-Scholes / GBM) 77.1% 38.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 45.7% 33.5% Filters for historical windows that started with volatility similar to current 20-day HV (188 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 71.0%
  • Recent 20-Day HV: 45.3%
  • Parkinson Intraday Volatility: 27.8%
  • Vol Trend: Compressed (-36% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.4%
  • Top 10% Move (90th percentile): +21.9%
  • Bottom 10% Move (10th percentile): -14.2%
  • Max Historical Gain (14d): +50.5%
  • Max Historical Loss (14d): -32.6%