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)
1.9%
Stock touched +5.0% ($176.22) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
1.3%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
1.43x
You are 1.4x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±1.8%
$164.77 — $170.89

Historical 1-Day Return Distribution

Frequency of rolling 1-day percentage returns over 521 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-6.6% to -5.5%: 2 occurrences (0.4%) -6.0% -5.5% to -4.3%: 2 occurrences (0.4%) -4.3% to -3.1%: 10 occurrences (1.9%) -3.1% to -1.9%: 42 occurrences (8.1%) -2.5% -1.9% to -0.7%: 121 occurrences (23.2%) -0.7% to +0.4%: 158 occurrences (30.3%) +0.4% to +1.6%: 105 occurrences (20.2%) 1.0% +1.6% to +2.8%: 48 occurrences (9.2%) +2.8% to +4.0%: 20 occurrences (3.8%) +4.0% to +5.1%: 8 occurrences (1.5%) 4.6% +5.1% to +6.3%: 3 occurrences (0.6%) +6.3% to +7.5%: 0 occurrences (0.0%) +7.5% to +8.7%: 1 occurrences (0.2%) 8.1% +8.7% to +9.9%: 0 occurrences (0.0%) +9.9% to +11.0%: 0 occurrences (0.0%) +11.0% to +12.2%: 1 occurrences (0.2%) 11.6%
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) 1.9% 1.3% Model-free reality across 521 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 32.8% Adjusts normal bell curve for real-world skewness (0.74) and kurtosis (3.97).
Standard Normal (Black-Scholes / GBM) 0.7% 0.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 2.1% 1.3% Filters for historical windows that started with volatility similar to current 20-day HV (389 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

1-Day Return Quantiles

  • Median Return: -0.1%
  • Top 10% Move (90th percentile): +2.1%
  • Bottom 10% Move (10th percentile): -2.0%
  • Max Historical Gain (1d): +12.2%
  • Max Historical Loss (1d): -6.6%