Finance

MAIA Move Probability $1.13 +0.02 (+1.8%)

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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Touch Probability (First Passage)
79.9%
Stock touched +5.0% ($1.19) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
24.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
3.27x
You are 3.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±18.9%
$0.92 — $1.34

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%.

-37.6% to -29.7%: 12 occurrences (2.4%) -33.6% -29.7% to -21.8%: 27 occurrences (5.3%) -21.8% to -13.9%: 53 occurrences (10.4%) -13.9% to -6.0%: 101 occurrences (19.9%) -9.9% -6.0% to +1.9%: 147 occurrences (28.9%) +1.9% to +9.8%: 87 occurrences (17.1%) +9.8% to +17.7%: 32 occurrences (6.3%) 13.7% +17.7% to +25.6%: 13 occurrences (2.6%) +25.6% to +33.5%: 15 occurrences (3.0%) +33.5% to +41.4%: 5 occurrences (1.0%) 37.4% +41.4% to +49.3%: 3 occurrences (0.6%) +49.3% to +57.1%: 4 occurrences (0.8%) +57.1% to +65.0%: 3 occurrences (0.6%) 61.1% +65.0% to +72.9%: 3 occurrences (0.6%) +72.9% to +80.8%: 1 occurrences (0.2%) +80.8% to +88.7%: 2 occurrences (0.4%) 84.8%
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) 79.9% 24.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 36.2% Adjusts normal bell curve for real-world skewness (-0.38) and kurtosis (5.06).
Standard Normal (Black-Scholes / GBM) 79.6% 39.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 82.2% 19.2% Filters for historical windows that started with volatility similar to current 20-day HV (146 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 80.3%
  • Recent 20-Day HV: 43.6%
  • Parkinson Intraday Volatility: 61.3%
  • Vol Trend: Compressed (-46% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.5%
  • Top 10% Move (90th percentile): +15.7%
  • Bottom 10% Move (10th percentile): -17.6%
  • Max Historical Gain (14d): +88.7%
  • Max Historical Loss (14d): -37.6%