Finance

MBC Move Probability $7.35 +0.57 (+8.5%)

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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Optional: Options Contract Breakeven & Edge Analysis — test a specific strike and premium
Touch Probability (First Passage)
59.3%
Stock touched +5.0% ($7.72) at least once during 14 trading days.
Median first touch: Day 4 of 14
Expiration Close Probability
25.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.34x
You are 2.3x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±11.8%
$6.48 — $8.22

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%.

-29.8% to -26.1%: 7 occurrences (1.4%) -27.9% -26.1% to -22.4%: 21 occurrences (4.1%) -22.4% to -18.8%: 17 occurrences (3.3%) -18.8% to -15.1%: 32 occurrences (6.3%) -16.9% -15.1% to -11.4%: 29 occurrences (5.7%) -11.4% to -7.8%: 36 occurrences (7.1%) -7.8% to -4.1%: 56 occurrences (11.0%) -5.9% -4.1% to -0.4%: 73 occurrences (14.3%) -0.4% to +3.2%: 74 occurrences (14.5%) +3.2% to +6.9%: 62 occurrences (12.2%) 5.1% +6.9% to +10.6%: 35 occurrences (6.9%) +10.6% to +14.2%: 24 occurrences (4.7%) +14.2% to +17.9%: 23 occurrences (4.5%) 16.1% +17.9% to +21.6%: 14 occurrences (2.8%) +21.6% to +25.2%: 5 occurrences (1.0%) +25.2% to +28.9%: 1 occurrences (0.2%) 27.1%
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) 59.3% 25.3% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 29.1% Adjusts normal bell curve for real-world skewness (-0.3) and kurtosis (3.75).
Standard Normal (Black-Scholes / GBM) 67.9% 34.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 59.3% 25.6% Filters for historical windows that started with volatility similar to current 20-day HV (359 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 50.1%
  • Recent 20-Day HV: 54.0%
  • Parkinson Intraday Volatility: 39.4%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -1.3%
  • Top 10% Move (90th percentile): +12.9%
  • Bottom 10% Move (10th percentile): -17.5%
  • Max Historical Gain (14d): +28.9%
  • Max Historical Loss (14d): -29.8%