Finance

MARA Move Probability $7.41 -0.38 (-4.8%)

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)
80.4%
Stock touched +5.0% ($7.78) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
36.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.20x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±20.3%
$5.90 — $8.91

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 509 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-44.0% to -37.0%: 8 occurrences (1.6%) -40.5% -37.0% to -30.0%: 14 occurrences (2.8%) -30.0% to -23.0%: 27 occurrences (5.3%) -23.0% to -16.0%: 49 occurrences (9.6%) -19.5% -16.0% to -9.0%: 54 occurrences (10.6%) -9.0% to -2.0%: 79 occurrences (15.5%) -2.0% to +5.0%: 93 occurrences (18.3%) 1.5% +5.0% to +12.0%: 62 occurrences (12.2%) +12.0% to +19.0%: 60 occurrences (11.8%) +19.0% to +26.0%: 29 occurrences (5.7%) 22.5% +26.0% to +33.0%: 16 occurrences (3.1%) +33.0% to +40.0%: 10 occurrences (2.0%) +40.0% to +47.0%: 3 occurrences (0.6%) 43.5% +47.0% to +54.0%: 3 occurrences (0.6%) +54.0% to +61.0%: 0 occurrences (0.0%) +61.0% to +68.0%: 2 occurrences (0.4%) 64.5%
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) 80.4% 36.5% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 36.1% Adjusts normal bell curve for real-world skewness (0.39) and kurtosis (1.95).
Standard Normal (Black-Scholes / GBM) 81.0% 40.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 81.9% 42.0% Filters for historical windows that started with volatility similar to current 20-day HV (193 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 86.0%
  • Recent 20-Day HV: 55.9%
  • Parkinson Intraday Volatility: 74.8%
  • Vol Trend: Compressed (-35% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.2%
  • Top 10% Move (90th percentile): +22.3%
  • Bottom 10% Move (10th percentile): -22.4%
  • Max Historical Gain (14d): +68.0%
  • Max Historical Loss (14d): -44.0%