Finance

TSLG Move Probability $5.27 +0.34 (+6.9%)

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)
75.6%
Stock touched +5.0% ($5.53) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
35.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.11x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±27.0%
$3.85 — $6.69

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 450 historical windows (2024-12-13 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-62.8% to -54.2%: 3 occurrences (0.7%) -58.5% -54.2% to -45.5%: 6 occurrences (1.3%) -45.5% to -36.9%: 12 occurrences (2.7%) -36.9% to -28.2%: 20 occurrences (4.4%) -32.6% -28.2% to -19.6%: 41 occurrences (9.1%) -19.6% to -11.0%: 58 occurrences (12.9%) -11.0% to -2.3%: 89 occurrences (19.8%) -6.6% -2.3% to +6.3%: 69 occurrences (15.3%) +6.3% to +15.0%: 51 occurrences (11.3%) +15.0% to +23.6%: 47 occurrences (10.4%) 19.3% +23.6% to +32.2%: 16 occurrences (3.6%) +32.2% to +40.9%: 14 occurrences (3.1%) +40.9% to +49.5%: 8 occurrences (1.8%) 45.2% +49.5% to +58.2%: 3 occurrences (0.7%) +58.2% to +66.8%: 6 occurrences (1.3%) +66.8% to +75.5%: 7 occurrences (1.6%) 71.1%
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) 75.6% 35.8% Model-free reality across 450 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 41.9% Adjusts normal bell curve for real-world skewness (-0.4) and kurtosis (4.13).
Standard Normal (Black-Scholes / GBM) 85.7% 42.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 70.3% 31.4% Filters for historical windows that started with volatility similar to current 20-day HV (175 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 114.5%
  • Recent 20-Day HV: 69.3%
  • Parkinson Intraday Volatility: 80.7%
  • Vol Trend: Compressed (-39% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.6%
  • Top 10% Move (90th percentile): +27.2%
  • Bottom 10% Move (10th percentile): -26.9%
  • Max Historical Gain (14d): +75.5%
  • Max Historical Loss (14d): -62.8%