Finance

TRLV Move Probability $10.98 +0.21 (+1.9%)

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)
73.4%
Stock touched +5.0% ($11.53) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
32.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.23x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±14.4%
$9.40 — $12.56

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 79 historical windows (2026-06-10 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-19.3% to -15.9%: 6 occurrences (7.6%) -17.6% -15.9% to -12.6%: 4 occurrences (5.1%) -12.6% to -9.2%: 4 occurrences (5.1%) -9.2% to -5.9%: 10 occurrences (12.7%) -7.5% -5.9% to -2.5%: 9 occurrences (11.4%) -2.5% to +0.8%: 8 occurrences (10.1%) +0.8% to +4.2%: 11 occurrences (13.9%) 2.5% +4.2% to +7.5%: 6 occurrences (7.6%) +7.5% to +10.9%: 2 occurrences (2.5%) +10.9% to +14.2%: 1 occurrences (1.3%) 12.5% +14.2% to +17.6%: 3 occurrences (3.8%) +17.6% to +20.9%: 3 occurrences (3.8%) +20.9% to +24.3%: 2 occurrences (2.5%) 22.6% +24.3% to +27.6%: 4 occurrences (5.1%) +27.6% to +31.0%: 5 occurrences (6.3%) +31.0% to +34.3%: 1 occurrences (1.3%) 32.6%
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) 73.4% 32.9% Model-free reality across 79 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 39.3% Adjusts normal bell curve for real-world skewness (-0.55) and kurtosis (0.69).
Standard Normal (Black-Scholes / GBM) 73.5% 36.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 81.0% 43.1% Filters for historical windows that started with volatility similar to current 20-day HV (58 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 61.1%
  • Recent 20-Day HV: 58.7%
  • Parkinson Intraday Volatility: 57.7%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -0.1%
  • Top 10% Move (90th percentile): +26.5%
  • Bottom 10% Move (10th percentile): -15.6%
  • Max Historical Gain (14d): +34.3%
  • Max Historical Loss (14d): -19.3%