Finance

MARA Move Probability $7.28 -0.50 (-6.4%)

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)
33.1%
Stock touched +5.0% ($7.64) at least once during 1 trading days.
Median first touch: Day 1 of 1
Expiration Close Probability
15.1%
Stock closed at or beyond +5.0% at the end of the 1-day window.
The Touch Multiple
2.19x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±5.4%
$6.89 — $7.67

Historical 1-Day Return Distribution

Frequency of rolling 1-day percentage returns over 522 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-18.7% to -15.7%: 2 occurrences (0.4%) -17.2% -15.7% to -12.6%: 2 occurrences (0.4%) -12.6% to -9.6%: 11 occurrences (2.1%) -9.6% to -6.5%: 29 occurrences (5.6%) -8.1% -6.5% to -3.5%: 80 occurrences (15.3%) -3.5% to -0.4%: 131 occurrences (25.1%) -0.4% to +2.6%: 127 occurrences (24.3%) 1.1% +2.6% to +5.7%: 75 occurrences (14.4%) +5.7% to +8.7%: 36 occurrences (6.9%) +8.7% to +11.8%: 15 occurrences (2.9%) 10.2% +11.8% to +14.8%: 6 occurrences (1.1%) +14.8% to +17.9%: 4 occurrences (0.8%) +17.9% to +20.9%: 2 occurrences (0.4%) 19.4% +20.9% to +24.0%: 1 occurrences (0.2%) +24.0% to +27.0%: 0 occurrences (0.0%) +27.0% to +30.1%: 1 occurrences (0.2%) 28.6%
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) 33.1% 15.1% Model-free reality across 522 historical 1-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 14.5% Adjusts normal bell curve for real-world skewness (0.39) and kurtosis (1.95).
Standard Normal (Black-Scholes / GBM) 36.8% 18.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 29.6% 13.6% Filters for historical windows that started with volatility similar to current 20-day HV (206 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)

1-Day Return Quantiles

  • Median Return: -0.4%
  • Top 10% Move (90th percentile): +6.5%
  • Bottom 10% Move (10th percentile): -6.2%
  • Max Historical Gain (1d): +30.1%
  • Max Historical Loss (1d): -18.7%