Finance

TURB Move Probability $0.88 +0.03 (+3.3%)

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)
59.4%
Stock touched +5.0% ($0.92) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
31.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.86x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±57.7%
$0.37 — $1.39

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%.

-65.8% to +77.0%: 452 occurrences (89.0%) 5.6% +77.0% to +219.8%: 26 occurrences (5.1%) +219.8% to +362.6%: 4 occurrences (0.8%) +362.6% to +505.4%: 6 occurrences (1.2%) 434.0% +505.4% to +648.2%: 7 occurrences (1.4%) +648.2% to +791.0%: 7 occurrences (1.4%) +791.0% to +933.8%: 4 occurrences (0.8%) 862.4% +933.8% to +1076.6%: 0 occurrences (0.0%) +1076.6% to +1219.4%: 0 occurrences (0.0%) +1219.4% to +1362.2%: 0 occurrences (0.0%) 1290.8% +1362.2% to +1505.0%: 0 occurrences (0.0%) +1505.0% to +1647.8%: 0 occurrences (0.0%) +1647.8% to +1790.6%: 0 occurrences (0.0%) 1719.2% +1790.6% to +1933.4%: 0 occurrences (0.0%) +1933.4% to +2076.1%: 0 occurrences (0.0%) +2076.1% to +2218.9%: 2 occurrences (0.4%) 2147.5%
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) 59.4% 31.9% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 4.4% Adjusts normal bell curve for real-world skewness (8.22) and kurtosis (99.54).
Standard Normal (Black-Scholes / GBM) 93.3% 46.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 76.6% 74.5% Filters for historical windows that started with volatility similar to current 20-day HV (47 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 244.9%
  • Recent 20-Day HV: 49.3%
  • Parkinson Intraday Volatility: 112.8%
  • Vol Trend: Compressed (-80% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.3%
  • Top 10% Move (90th percentile): +93.8%
  • Bottom 10% Move (10th percentile): -31.9%
  • Max Historical Gain (14d): +2218.9%
  • Max Historical Loss (14d): -65.8%