Finance

TSCO Move Probability $33.89 +1.26 (+3.9%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
1.5%
Stock touched +5.0% ($35.58) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
0.4%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
4.00x
You are 4.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±1.9%
$33.23 — $34.55

Historical 1-Day Return Distribution

Frequency of rolling 1-day percentage returns over 522 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-11.7% to -10.6%: 1 occurrences (0.2%) -11.1% -10.6% to -9.4%: 0 occurrences (0.0%) -9.4% to -8.2%: 0 occurrences (0.0%) -8.2% to -7.1%: 1 occurrences (0.2%) -7.7% -7.1% to -5.9%: 2 occurrences (0.4%) -5.9% to -4.7%: 6 occurrences (1.1%) -4.7% to -3.6%: 7 occurrences (1.3%) -4.2% -3.6% to -2.4%: 28 occurrences (5.4%) -2.4% to -1.2%: 76 occurrences (14.6%) -1.2% to -0.1%: 132 occurrences (25.3%) -0.7% -0.1% to +1.1%: 140 occurrences (26.8%) +1.1% to +2.2%: 82 occurrences (15.7%) +2.2% to +3.4%: 33 occurrences (6.3%) 2.8% +3.4% to +4.6%: 11 occurrences (2.1%) +4.6% to +5.7%: 1 occurrences (0.2%) +5.7% to +6.9%: 2 occurrences (0.4%) 6.3%
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) 1.5% 0.4% Model-free reality across 522 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 1.7% Adjusts normal bell curve for real-world skewness (-0.72) and kurtosis (3.76).
Standard Normal (Black-Scholes / GBM) 1.2% 0.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 1.5% 0.2% Filters for historical windows that started with volatility similar to current 20-day HV (406 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

1-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +2.2%
  • Bottom 10% Move (10th percentile): -2.2%
  • Max Historical Gain (1d): +6.9%
  • Max Historical Loss (1d): -11.7%