Finance

MCHI Move Probability $50.03 -0.95 (-1.9%)

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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Touch Probability (First Passage)
34.1%
Stock touched +5.0% ($52.54) at least once during 14 trading days.
Median first touch: Day 8 of 14
Expiration Close Probability
17.3%
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%)
±6.6%
$46.75 — $53.32

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%.

-22.4% to -19.7%: 2 occurrences (0.4%) -21.0% -19.7% to -16.9%: 0 occurrences (0.0%) -16.9% to -14.1%: 3 occurrences (0.6%) -14.1% to -11.4%: 3 occurrences (0.6%) -12.8% -11.4% to -8.6%: 9 occurrences (1.8%) -8.6% to -5.9%: 19 occurrences (3.7%) -5.9% to -3.1%: 95 occurrences (18.7%) -4.5% -3.1% to -0.4%: 113 occurrences (22.2%) -0.4% to +2.4%: 87 occurrences (17.1%) +2.4% to +5.1%: 92 occurrences (18.1%) 3.7% +5.1% to +7.9%: 54 occurrences (10.6%) +7.9% to +10.6%: 18 occurrences (3.5%) +10.6% to +13.4%: 9 occurrences (1.8%) 12.0% +13.4% to +16.1%: 3 occurrences (0.6%) +16.1% to +18.9%: 0 occurrences (0.0%) +18.9% to +21.6%: 1 occurrences (0.2%) 20.2%
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) 34.1% 17.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 10.0% Adjusts normal bell curve for real-world skewness (-0.14) and kurtosis (7.28).
Standard Normal (Black-Scholes / GBM) 45.7% 22.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 26.2% 14.0% Filters for historical windows that started with volatility similar to current 20-day HV (301 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 27.8%
  • Recent 20-Day HV: 16.8%
  • Parkinson Intraday Volatility: 12.9%
  • Vol Trend: Compressed (-40% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.0%
  • Top 10% Move (90th percentile): +6.6%
  • Bottom 10% Move (10th percentile): -5.2%
  • Max Historical Gain (14d): +21.6%
  • Max Historical Loss (14d): -22.4%