Finance

MBX Move Probability $53.90 +0.48 (+0.9%)

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)
76.6%
Stock touched +5.0% ($56.59) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
38.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.97x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±30.7%
$37.37 — $70.43

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%.

-83.7% to -73.0%: 14 occurrences (2.8%) -78.4% -73.0% to -62.4%: 0 occurrences (0.0%) -62.4% to -51.7%: 1 occurrences (0.2%) -51.7% to -41.0%: 4 occurrences (0.8%) -46.3% -41.0% to -30.3%: 12 occurrences (2.4%) -30.3% to -19.7%: 50 occurrences (9.8%) -19.7% to -9.0%: 90 occurrences (17.7%) -14.3% -9.0% to +1.7%: 114 occurrences (22.4%) +1.7% to +12.4%: 85 occurrences (16.7%) +12.4% to +23.0%: 48 occurrences (9.4%) 17.7% +23.0% to +33.7%: 32 occurrences (6.3%) +33.7% to +44.4%: 23 occurrences (4.5%) +44.4% to +55.0%: 14 occurrences (2.8%) 49.7% +55.0% to +65.7%: 12 occurrences (2.4%) +65.7% to +76.4%: 3 occurrences (0.6%) +76.4% to +87.1%: 6 occurrences (1.2%) 81.7%
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) 76.6% 38.8% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 56.0% Adjusts normal bell curve for real-world skewness (-9.32) and kurtosis (157.32).
Standard Normal (Black-Scholes / GBM) 87.4% 43.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 74.0% 42.3% Filters for historical windows that started with volatility similar to current 20-day HV (123 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 130.1%
  • Recent 20-Day HV: 55.4%
  • Parkinson Intraday Volatility: 75.0%
  • Vol Trend: Compressed (-57% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.1%
  • Top 10% Move (90th percentile): +35.1%
  • Bottom 10% Move (10th percentile): -24.6%
  • Max Historical Gain (14d): +87.1%
  • Max Historical Loss (14d): -83.7%