Finance

TYGO Move Probability $0.89 +0.04 (+4.6%)

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)
69.9%
Stock touched +5.0% ($0.93) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
33.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.10x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±21.3%
$0.70 — $1.07

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%.

-49.0% to -36.7%: 3 occurrences (0.6%) -42.9% -36.7% to -24.4%: 47 occurrences (9.3%) -24.4% to -12.1%: 113 occurrences (22.2%) -12.1% to +0.3%: 135 occurrences (26.6%) -5.9% +0.3% to +12.6%: 105 occurrences (20.7%) +12.6% to +24.9%: 51 occurrences (10.0%) +24.9% to +37.2%: 18 occurrences (3.5%) 31.1% +37.2% to +49.6%: 13 occurrences (2.6%) +49.6% to +61.9%: 8 occurrences (1.6%) +61.9% to +74.2%: 2 occurrences (0.4%) 68.1% +74.2% to +86.5%: 0 occurrences (0.0%) +86.5% to +98.9%: 3 occurrences (0.6%) +98.9% to +111.2%: 3 occurrences (0.6%) 105.0% +111.2% to +123.5%: 2 occurrences (0.4%) +123.5% to +135.8%: 2 occurrences (0.4%) +135.8% to +148.2%: 3 occurrences (0.6%) 142.0%
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) 69.9% 33.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 34.2% Adjusts normal bell curve for real-world skewness (-0.62) and kurtosis (10.2).
Standard Normal (Black-Scholes / GBM) 81.9% 40.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 70.9% 31.3% Filters for historical windows that started with volatility similar to current 20-day HV (323 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 90.2%
  • Recent 20-Day HV: 72.1%
  • Parkinson Intraday Volatility: 80.1%
  • Vol Trend: Compressed (-20% vs baseline)

14-Day Return Quantiles

  • Median Return: -3.7%
  • Top 10% Move (90th percentile): +26.3%
  • Bottom 10% Move (10th percentile): -24.1%
  • Max Historical Gain (14d): +148.2%
  • Max Historical Loss (14d): -49.0%