Finance

TXRH Move Probability $167.83 -1.32 (-0.8%)

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)
37.4%
Stock touched +5.0% ($176.22) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
22.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.64x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±6.8%
$156.40 — $179.26

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%.

-16.4% to -14.2%: 7 occurrences (1.4%) -15.3% -14.2% to -12.1%: 7 occurrences (1.4%) -12.1% to -9.9%: 6 occurrences (1.2%) -9.9% to -7.7%: 21 occurrences (4.1%) -8.8% -7.7% to -5.6%: 45 occurrences (8.9%) -5.6% to -3.4%: 79 occurrences (15.6%) -3.4% to -1.3%: 83 occurrences (16.3%) -2.3% -1.3% to +0.9%: 65 occurrences (12.8%) +0.9% to +3.1%: 53 occurrences (10.4%) +3.1% to +5.2%: 33 occurrences (6.5%) 4.1% +5.2% to +7.4%: 32 occurrences (6.3%) +7.4% to +9.5%: 22 occurrences (4.3%) +9.5% to +11.7%: 17 occurrences (3.3%) 10.6% +11.7% to +13.8%: 14 occurrences (2.8%) +13.8% to +16.0%: 14 occurrences (2.8%) +16.0% to +18.2%: 10 occurrences (2.0%) 17.1%
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) 37.4% 22.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 15.2% Adjusts normal bell curve for real-world skewness (0.74) and kurtosis (3.97).
Standard Normal (Black-Scholes / GBM) 47.4% 23.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 33.8% 16.8% Filters for historical windows that started with volatility similar to current 20-day HV (376 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 28.9%
  • Recent 20-Day HV: 24.7%
  • Parkinson Intraday Volatility: 22.5%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -1.0%
  • Top 10% Move (90th percentile): +9.7%
  • Bottom 10% Move (10th percentile): -7.0%
  • Max Historical Gain (14d): +18.2%
  • Max Historical Loss (14d): -16.4%