Finance

TSAT Move Probability $42.25 +1.27 (+3.1%)

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)
78.1%
Stock touched +5.0% ($44.36) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
45.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.70x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±19.9%
$33.86 — $50.64

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%.

-30.0% to -24.2%: 9 occurrences (1.8%) -27.1% -24.2% to -18.3%: 34 occurrences (6.7%) -18.3% to -12.5%: 50 occurrences (9.8%) -12.5% to -6.6%: 65 occurrences (12.8%) -9.6% -6.6% to -0.8%: 56 occurrences (11.0%) -0.8% to +5.1%: 62 occurrences (12.2%) +5.1% to +10.9%: 61 occurrences (12.0%) 8.0% +10.9% to +16.8%: 55 occurrences (10.8%) +16.8% to +22.6%: 29 occurrences (5.7%) +22.6% to +28.5%: 26 occurrences (5.1%) 25.6% +28.5% to +34.3%: 20 occurrences (3.9%) +34.3% to +40.2%: 9 occurrences (1.8%) +40.2% to +46.1%: 14 occurrences (2.8%) 43.1% +46.1% to +51.9%: 9 occurrences (1.8%) +51.9% to +57.8%: 5 occurrences (1.0%) +57.8% to +63.6%: 4 occurrences (0.8%) 60.7%
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) 78.1% 45.9% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 33.0% Adjusts normal bell curve for real-world skewness (0.45) and kurtosis (4.32).
Standard Normal (Black-Scholes / GBM) 80.6% 40.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 75.4% 44.9% Filters for historical windows that started with volatility similar to current 20-day HV (187 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 84.3%
  • Recent 20-Day HV: 52.6%
  • Parkinson Intraday Volatility: 53.3%
  • Vol Trend: Compressed (-38% vs baseline)

14-Day Return Quantiles

  • Median Return: +3.3%
  • Top 10% Move (90th percentile): +32.0%
  • Bottom 10% Move (10th percentile): -17.1%
  • Max Historical Gain (14d): +63.6%
  • Max Historical Loss (14d): -30.0%