Finance

MBIO Move Probability $0.38 -0.00 (-0.5%)

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)
53.7%
Stock touched +5.0% ($0.40) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
18.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.90x
You are 2.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±36.1%
$0.24 — $0.52

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%.

-87.9% to -78.2%: 4 occurrences (0.8%) -83.1% -78.2% to -68.5%: 7 occurrences (1.4%) -68.5% to -58.8%: 9 occurrences (1.8%) -58.8% to -49.1%: 10 occurrences (2.0%) -53.9% -49.1% to -39.3%: 17 occurrences (3.3%) -39.3% to -29.6%: 18 occurrences (3.5%) -29.6% to -19.9%: 53 occurrences (10.4%) -24.7% -19.9% to -10.2%: 111 occurrences (21.9%) -10.2% to -0.4%: 134 occurrences (26.4%) -0.4% to +9.3%: 82 occurrences (16.1%) 4.4% +9.3% to +19.0%: 37 occurrences (7.3%) +19.0% to +28.7%: 12 occurrences (2.4%) +28.7% to +38.5%: 8 occurrences (1.6%) 33.6% +38.5% to +48.2%: 3 occurrences (0.6%) +48.2% to +57.9%: 1 occurrences (0.2%) +57.9% to +67.6%: 2 occurrences (0.4%) 62.8%
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) 53.7% 18.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 15.6% Adjusts normal bell curve for real-world skewness (-3.73) and kurtosis (104.01).
Standard Normal (Black-Scholes / GBM) 89.2% 44.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 59.1% 25.0% Filters for historical windows that started with volatility similar to current 20-day HV (252 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 153.1%
  • Recent 20-Day HV: 66.9%
  • Parkinson Intraday Volatility: 84.5%
  • Vol Trend: Compressed (-56% vs baseline)

14-Day Return Quantiles

  • Median Return: -8.4%
  • Top 10% Move (90th percentile): +10.7%
  • Bottom 10% Move (10th percentile): -36.1%
  • Max Historical Gain (14d): +67.6%
  • Max Historical Loss (14d): -87.9%