Finance

TPIC Move Probability $0.13 -0.12 (-48.9%)

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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Touch Probability (First Passage)
73.1%
Stock touched +5.0% ($0.13) at least once during 14 trading days.
Median first touch: Day 1 of 14
Expiration Close Probability
17.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
4.19x
You are 4.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±53.5%
$0.06 — $0.19

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 212 historical windows (2024-09-23 to 2025-08-18). The colored bar indicates the win zone for +5.0%.

-85.1% to -77.0%: 17 occurrences (8.0%) -81.0% -77.0% to -69.0%: 2 occurrences (0.9%) -69.0% to -60.9%: 2 occurrences (0.9%) -60.9% to -52.9%: 0 occurrences (0.0%) -56.9% -52.9% to -44.8%: 2 occurrences (0.9%) -44.8% to -36.8%: 19 occurrences (9.0%) -36.8% to -28.7%: 19 occurrences (9.0%) -32.7% -28.7% to -20.7%: 35 occurrences (16.5%) -20.7% to -12.6%: 25 occurrences (11.8%) -12.6% to -4.6%: 34 occurrences (16.0%) -8.6% -4.6% to +3.5%: 18 occurrences (8.5%) +3.5% to +11.6%: 8 occurrences (3.8%) +11.6% to +19.6%: 9 occurrences (4.2%) 15.6% +19.6% to +27.7%: 12 occurrences (5.7%) +27.7% to +35.7%: 7 occurrences (3.3%) +35.7% to +43.8%: 3 occurrences (1.4%) 39.7%
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) 73.1% 17.5% Model-free reality across 212 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 67.5% Adjusts normal bell curve for real-world skewness (-4.59) and kurtosis (42.26).
Standard Normal (Black-Scholes / GBM) 92.7% 46.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 50.0% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (20 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 227.0%
  • Recent 20-Day HV: 466.5%
  • Parkinson Intraday Volatility: 135.9%
  • Vol Trend: Expanded (+105% vs baseline)

14-Day Return Quantiles

  • Median Return: -18.5%
  • Top 10% Move (90th percentile): +21.5%
  • Bottom 10% Move (10th percentile): -50.5%
  • Max Historical Gain (14d): +43.8%
  • Max Historical Loss (14d): -85.1%