Finance

MAPS Move Probability $0.36 -0.05 (-11.5%)

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)
54.7%
Stock touched +5.0% ($0.38) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
20.1%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.73x
You are 2.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±17.2%
$0.30 — $0.42

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%.

-49.5% to -40.7%: 10 occurrences (2.0%) -45.1% -40.7% to -31.9%: 4 occurrences (0.8%) -31.9% to -23.1%: 4 occurrences (0.8%) -23.1% to -14.3%: 46 occurrences (9.1%) -18.7% -14.3% to -5.6%: 115 occurrences (22.6%) -5.6% to +3.2%: 209 occurrences (41.1%) +3.2% to +12.0%: 63 occurrences (12.4%) 7.6% +12.0% to +20.8%: 25 occurrences (4.9%) +20.8% to +29.6%: 12 occurrences (2.4%) +29.6% to +38.4%: 7 occurrences (1.4%) 34.0% +38.4% to +47.2%: 2 occurrences (0.4%) +47.2% to +56.0%: 4 occurrences (0.8%) +56.0% to +64.8%: 4 occurrences (0.8%) 60.4% +64.8% to +73.5%: 1 occurrences (0.2%) +73.5% to +82.3%: 0 occurrences (0.0%) +82.3% to +91.1%: 2 occurrences (0.4%) 86.7%
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) 54.7% 20.1% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 13.8% Adjusts normal bell curve for real-world skewness (-3.06) and kurtosis (47.37).
Standard Normal (Black-Scholes / GBM) 77.7% 38.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 0.0% 0.0% Filters for historical windows that started with volatility similar to current 20-day HV (91 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 73.1%
  • Recent 20-Day HV: 0.0%
  • Parkinson Intraday Volatility: 51.3%
  • Vol Trend: Compressed (-100% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +13.3%
  • Bottom 10% Move (10th percentile): -15.9%
  • Max Historical Gain (14d): +91.1%
  • Max Historical Loss (14d): -49.5%