First Passage Time

First Passage Time is a probability-distribution indicator. It estimates volatility and drift from recent returns, then runs Monte Carlo price paths to model when an upper or lower target may be reached for the first time. The indicator summarizes percentile timing, the share of simulations in which either side is reached first, and the average first-hit time.

How to Read It

• The upper and lower lines mark positive and negative thresholds relative to the current price.
• The 10th, 25th, 50th, 75th, and 90th percentiles show the distribution of simulated waiting times.
• First Hit, Average Time, and Bias compare the two simulated outcomes; they are not deterministic price forecasts.

Typical Uses

• Compare how often simulated paths reach the upper or lower target first.
• Estimate a possible time range for price to travel a selected percentage distance.
• Use the projected zones and statistics panel as additional context without placing or managing trades automatically.