Finance

MBRX Move Probability $6.26 +0.12 (+2.0%)

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)
74.8%
Stock touched +5.0% ($6.57) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
34.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.18x
You are 2.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±56.3%
$2.73 — $9.79

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%.

-82.5% to -23.5%: 130 occurrences (25.6%) -53.0% -23.5% to +35.5%: 320 occurrences (63.0%) +35.5% to +94.4%: 19 occurrences (3.7%) +94.4% to +153.4%: 15 occurrences (3.0%) 123.9% +153.4% to +212.4%: 9 occurrences (1.8%) +212.4% to +271.3%: 1 occurrences (0.2%) +271.3% to +330.3%: 0 occurrences (0.0%) 300.8% +330.3% to +389.3%: 0 occurrences (0.0%) +389.3% to +448.3%: 1 occurrences (0.2%) +448.3% to +507.2%: 0 occurrences (0.0%) 477.7% +507.2% to +566.2%: 2 occurrences (0.4%) +566.2% to +625.2%: 1 occurrences (0.2%) +625.2% to +684.1%: 5 occurrences (1.0%) 654.6% +684.1% to +743.1%: 2 occurrences (0.4%) +743.1% to +802.1%: 1 occurrences (0.2%) +802.1% to +861.0%: 2 occurrences (0.4%) 831.6%
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) 74.8% 34.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 4.2% Adjusts normal bell curve for real-world skewness (6.22) and kurtosis (99.68).
Standard Normal (Black-Scholes / GBM) 93.1% 46.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 74.2% 29.6% Filters for historical windows that started with volatility similar to current 20-day HV (186 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 239.0%
  • Recent 20-Day HV: 138.8%
  • Parkinson Intraday Volatility: 135.0%
  • Vol Trend: Compressed (-42% vs baseline)

14-Day Return Quantiles

  • Median Return: -4.3%
  • Top 10% Move (90th percentile): +42.0%
  • Bottom 10% Move (10th percentile): -44.2%
  • Max Historical Gain (14d): +861.0%
  • Max Historical Loss (14d): -82.5%