Finance

TULP Move Probability $2.34 +0.29 (+14.1%)

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)
35.7%
Stock touched +5.0% ($2.46) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
23.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.53x
You are 1.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±13.7%
$2.02 — $2.66

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-43.2% to -38.3%: 2 occurrences (0.4%) -40.8% -38.3% to -33.4%: 13 occurrences (2.6%) -33.4% to -28.6%: 7 occurrences (1.4%) -28.6% to -23.7%: 0 occurrences (0.0%) -26.1% -23.7% to -18.8%: 4 occurrences (0.8%) -18.8% to -13.9%: 12 occurrences (2.4%) -13.9% to -9.0%: 35 occurrences (6.9%) -11.5% -9.0% to -4.1%: 62 occurrences (12.2%) -4.1% to +0.7%: 210 occurrences (41.4%) +0.7% to +5.6%: 48 occurrences (9.5%) 3.2% +5.6% to +10.5%: 24 occurrences (4.7%) +10.5% to +15.4%: 46 occurrences (9.1%) +15.4% to +20.3%: 28 occurrences (5.5%) 17.8% +20.3% to +25.2%: 6 occurrences (1.2%) +25.2% to +30.0%: 2 occurrences (0.4%) +30.0% to +34.9%: 8 occurrences (1.6%) 32.5%
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) 35.7% 23.3% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 9.5% Adjusts normal bell curve for real-world skewness (-2.85) and kurtosis (41.01).
Standard Normal (Black-Scholes / GBM) 72.2% 36.1% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 58.1%
  • Recent 20-Day HV: 167.3%
  • Parkinson Intraday Volatility: 22.3%
  • Vol Trend: Expanded (+188% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +13.9%
  • Bottom 10% Move (10th percentile): -12.5%
  • Max Historical Gain (14d): +34.9%
  • Max Historical Loss (14d): -43.2%