Finance

TRON Move Probability $1.25 +0.03 (+2.0%)

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)
74.2%
Stock touched +5.0% ($1.31) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
31.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.39x
You are 2.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±49.7%
$0.63 — $1.86

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%.

-86.3% to +24.4%: 418 occurrences (82.3%) -30.9% +24.4% to +135.1%: 75 occurrences (14.8%) +135.1% to +245.8%: 1 occurrences (0.2%) +245.8% to +356.5%: 0 occurrences (0.0%) 301.2% +356.5% to +467.2%: 0 occurrences (0.0%) +467.2% to +577.9%: 1 occurrences (0.2%) +577.9% to +688.6%: 1 occurrences (0.2%) 633.3% +688.6% to +799.3%: 2 occurrences (0.4%) +799.3% to +910.0%: 1 occurrences (0.2%) +910.0% to +1020.7%: 2 occurrences (0.4%) 965.4% +1020.7% to +1131.4%: 0 occurrences (0.0%) +1131.4% to +1242.1%: 2 occurrences (0.4%) +1242.1% to +1352.8%: 2 occurrences (0.4%) 1297.5% +1352.8% to +1463.5%: 1 occurrences (0.2%) +1463.5% to +1574.2%: 1 occurrences (0.2%) +1574.2% to +1684.9%: 1 occurrences (0.2%) 1629.6%
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) 74.2% 31.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 4.8% Adjusts normal bell curve for real-world skewness (3.37) and kurtosis (95.19).
Standard Normal (Black-Scholes / GBM) 92.2% 46.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 85.7% 47.6% Filters for historical windows that started with volatility similar to current 20-day HV (63 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 210.7%
  • Recent 20-Day HV: 56.1%
  • Parkinson Intraday Volatility: 107.3%
  • Vol Trend: Compressed (-73% vs baseline)

14-Day Return Quantiles

  • Median Return: -7.7%
  • Top 10% Move (90th percentile): +39.7%
  • Bottom 10% Move (10th percentile): -35.8%
  • Max Historical Gain (14d): +1684.9%
  • Max Historical Loss (14d): -86.3%