Finance

TLNC Move Probability $10.21 +0.00 (+0.0%)

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)
0.0%
Stock touched +5.0% ($10.72) at least once during 14 trading days.
Expiration Close Probability
0.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.00x
You are 1.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±0.5%
$10.16 — $10.26

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 245 historical windows (2025-10-09 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-1.4% to -1.2%: 1 occurrences (0.4%) -1.3% -1.2% to -1.0%: 0 occurrences (0.0%) -1.0% to -0.9%: 13 occurrences (5.3%) -0.9% to -0.7%: 0 occurrences (0.0%) -0.8% -0.7% to -0.6%: 0 occurrences (0.0%) -0.6% to -0.4%: 2 occurrences (0.8%) -0.4% to -0.2%: 7 occurrences (2.9%) -0.3% -0.2% to -0.1%: 16 occurrences (6.5%) -0.1% to +0.1%: 88 occurrences (35.9%) +0.1% to +0.2%: 53 occurrences (21.6%) 0.2% +0.2% to +0.4%: 23 occurrences (9.4%) +0.4% to +0.6%: 0 occurrences (0.0%) +0.6% to +0.7%: 23 occurrences (9.4%) 0.6% +0.7% to +0.9%: 1 occurrences (0.4%) +0.9% to +1.0%: 3 occurrences (1.2%) +1.0% to +1.2%: 15 occurrences (6.1%) 1.1%
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) 0.0% 0.0% Model-free reality across 245 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 100.0% Adjusts normal bell curve for real-world skewness (1.94) and kurtosis (24.12).
Standard Normal (Black-Scholes / GBM) 0.0% 0.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 0.0% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (27 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 1.9%
  • Recent 20-Day HV: 1.2%
  • Parkinson Intraday Volatility: 0.4%
  • Vol Trend: Compressed (-40% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +0.7%
  • Bottom 10% Move (10th percentile): -0.2%
  • Max Historical Gain (14d): +1.2%
  • Max Historical Loss (14d): -1.4%