Finance

TSLL Move Probability $10.53 +0.66 (+6.7%)

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)
78.9%
Stock touched +5.0% ($11.06) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
40.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.96x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±27.6%
$7.62 — $13.44

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%.

-63.1% to -50.4%: 4 occurrences (0.8%) -56.8% -50.4% to -37.7%: 16 occurrences (3.1%) -37.7% to -25.0%: 39 occurrences (7.7%) -25.0% to -12.3%: 80 occurrences (15.7%) -18.7% -12.3% to +0.4%: 124 occurrences (24.4%) +0.4% to +13.1%: 97 occurrences (19.1%) +13.1% to +25.8%: 68 occurrences (13.4%) 19.4% +25.8% to +38.5%: 28 occurrences (5.5%) +38.5% to +51.2%: 19 occurrences (3.7%) +51.2% to +63.9%: 14 occurrences (2.8%) 57.5% +63.9% to +76.6%: 11 occurrences (2.2%) +76.6% to +89.3%: 3 occurrences (0.6%) +89.3% to +102.0%: 3 occurrences (0.6%) 95.6% +102.0% to +114.7%: 0 occurrences (0.0%) +114.7% to +127.4%: 1 occurrences (0.2%) +127.4% to +140.1%: 1 occurrences (0.2%) 133.7%
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) 78.9% 40.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 39.8% Adjusts normal bell curve for real-world skewness (-0.11) and kurtosis (4.6).
Standard Normal (Black-Scholes / GBM) 86.0% 43.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 70.2% 31.5% Filters for historical windows that started with volatility similar to current 20-day HV (178 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 117.1%
  • Recent 20-Day HV: 69.2%
  • Parkinson Intraday Volatility: 88.5%
  • Vol Trend: Compressed (-41% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.1%
  • Top 10% Move (90th percentile): +38.6%
  • Bottom 10% Move (10th percentile): -27.0%
  • Max Historical Gain (14d): +140.1%
  • Max Historical Loss (14d): -63.1%