Finance

MBOT Move Probability $0.94 -0.01 (-0.7%)

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)
70.7%
Stock touched +5.0% ($0.99) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
32.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.15x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±22.8%
$0.73 — $1.16

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%.

-44.5% to -30.1%: 11 occurrences (2.2%) -37.3% -30.1% to -15.7%: 63 occurrences (12.4%) -15.7% to -1.3%: 171 occurrences (33.7%) -1.3% to +13.1%: 161 occurrences (31.7%) 5.9% +13.1% to +27.5%: 52 occurrences (10.2%) +27.5% to +41.9%: 21 occurrences (4.1%) +41.9% to +56.3%: 9 occurrences (1.8%) 49.1% +56.3% to +70.7%: 7 occurrences (1.4%) +70.7% to +85.1%: 8 occurrences (1.6%) +85.1% to +99.5%: 2 occurrences (0.4%) 92.3% +99.5% to +113.9%: 0 occurrences (0.0%) +113.9% to +128.3%: 1 occurrences (0.2%) +128.3% to +142.6%: 0 occurrences (0.0%) 135.4% +142.6% to +157.0%: 0 occurrences (0.0%) +157.0% to +171.4%: 0 occurrences (0.0%) +171.4% to +185.8%: 2 occurrences (0.4%) 178.6%
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) 70.7% 32.9% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 13.1% Adjusts normal bell curve for real-world skewness (1.98) and kurtosis (26.91).
Standard Normal (Black-Scholes / GBM) 83.1% 41.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 59.0% 33.3% Filters for historical windows that started with volatility similar to current 20-day HV (105 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 96.8%
  • Recent 20-Day HV: 40.0%
  • Parkinson Intraday Volatility: 77.7%
  • Vol Trend: Compressed (-59% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.8%
  • Top 10% Move (90th percentile): +25.2%
  • Bottom 10% Move (10th percentile): -19.2%
  • Max Historical Gain (14d): +185.8%
  • Max Historical Loss (14d): -44.5%