Finance

TSCO Move Probability $34.09 +1.46 (+4.5%)

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)
43.4%
Stock touched +5.0% ($35.79) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
15.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.76x
You are 2.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±7.3%
$31.61 — $36.57

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 509 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-31.7% to -28.4%: 2 occurrences (0.4%) -30.0% -28.4% to -25.2%: 4 occurrences (0.8%) -25.2% to -21.9%: 3 occurrences (0.6%) -21.9% to -18.7%: 4 occurrences (0.8%) -20.3% -18.7% to -15.5%: 2 occurrences (0.4%) -15.5% to -12.2%: 7 occurrences (1.4%) -12.2% to -9.0%: 24 occurrences (4.7%) -10.6% -9.0% to -5.8%: 62 occurrences (12.2%) -5.8% to -2.5%: 97 occurrences (19.1%) -2.5% to +0.7%: 112 occurrences (22.0%) -0.9% +0.7% to +4.0%: 82 occurrences (16.1%) +4.0% to +7.2%: 61 occurrences (12.0%) +7.2% to +10.4%: 32 occurrences (6.3%) 8.8% +10.4% to +13.7%: 10 occurrences (2.0%) +13.7% to +16.9%: 4 occurrences (0.8%) +16.9% to +20.2%: 3 occurrences (0.6%) 18.5%
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) 43.4% 15.7% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 20.3% Adjusts normal bell curve for real-world skewness (-0.72) and kurtosis (3.76).
Standard Normal (Black-Scholes / GBM) 50.3% 25.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 45.8% 18.3% Filters for historical windows that started with volatility similar to current 20-day HV (393 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 30.9%
  • Recent 20-Day HV: 29.5%
  • Parkinson Intraday Volatility: 27.5%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -1.3%
  • Top 10% Move (90th percentile): +6.9%
  • Bottom 10% Move (10th percentile): -8.8%
  • Max Historical Gain (14d): +20.2%
  • Max Historical Loss (14d): -31.7%