Finance

TTMI Move Probability $73.92 -28.13 (-27.6%)

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)
80.7%
Stock touched +5.0% ($77.62) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
49.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.62x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±16.9%
$61.39 — $86.45

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%.

-43.9% to -37.7%: 3 occurrences (0.6%) -40.8% -37.7% to -31.4%: 3 occurrences (0.6%) -31.4% to -25.1%: 7 occurrences (1.4%) -25.1% to -18.8%: 14 occurrences (2.8%) -22.0% -18.8% to -12.6%: 30 occurrences (5.9%) -12.6% to -6.3%: 42 occurrences (8.3%) -6.3% to -0.0%: 86 occurrences (16.9%) -3.2% -0.0% to +6.2%: 82 occurrences (16.1%) +6.2% to +12.5%: 80 occurrences (15.7%) +12.5% to +18.8%: 60 occurrences (11.8%) 15.6% +18.8% to +25.0%: 46 occurrences (9.0%) +25.0% to +31.3%: 17 occurrences (3.3%) +31.3% to +37.6%: 18 occurrences (3.5%) 34.4% +37.6% to +43.8%: 11 occurrences (2.2%) +43.8% to +50.1%: 7 occurrences (1.4%) +50.1% to +56.4%: 3 occurrences (0.6%) 53.2%
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) 80.7% 49.9% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 35.2% Adjusts normal bell curve for real-world skewness (-0.64) and kurtosis (5.87).
Standard Normal (Black-Scholes / GBM) 77.3% 38.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 91.1% 58.9% Filters for historical windows that started with volatility similar to current 20-day HV (56 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 71.9%
  • Recent 20-Day HV: 137.5%
  • Parkinson Intraday Volatility: 54.1%
  • Vol Trend: Expanded (+91% vs baseline)

14-Day Return Quantiles

  • Median Return: +5.0%
  • Top 10% Move (90th percentile): +27.0%
  • Bottom 10% Move (10th percentile): -13.7%
  • Max Historical Gain (14d): +56.4%
  • Max Historical Loss (14d): -43.9%