Finance

MDU Move Probability $19.13 +0.04 (+0.2%)

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)
30.9%
Stock touched +5.0% ($20.09) at least once during 14 trading days.
Median first touch: Day 8 of 14
Expiration Close Probability
18.3%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.69x
You are 1.7x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±5.5%
$18.09 — $20.17

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%.

-11.6% to -9.1%: 7 occurrences (1.4%) -10.3% -9.1% to -6.5%: 17 occurrences (3.3%) -6.5% to -4.0%: 67 occurrences (13.2%) -4.0% to -1.5%: 85 occurrences (16.7%) -2.7% -1.5% to +1.1%: 104 occurrences (20.5%) +1.1% to +3.6%: 101 occurrences (19.9%) +3.6% to +6.2%: 54 occurrences (10.6%) 4.9% +6.2% to +8.7%: 27 occurrences (5.3%) +8.7% to +11.2%: 21 occurrences (4.1%) +11.2% to +13.8%: 9 occurrences (1.8%) 12.5% +13.8% to +16.3%: 7 occurrences (1.4%) +16.3% to +18.8%: 2 occurrences (0.4%) +18.8% to +21.4%: 3 occurrences (0.6%) 20.1% +21.4% to +23.9%: 2 occurrences (0.4%) +23.9% to +26.4%: 0 occurrences (0.0%) +26.4% to +29.0%: 2 occurrences (0.4%) 27.7%
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) 30.9% 18.3% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 14.1% Adjusts normal bell curve for real-world skewness (-0.25) and kurtosis (2.35).
Standard Normal (Black-Scholes / GBM) 37.1% 18.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 31.0% 18.4% Filters for historical windows that started with volatility similar to current 20-day HV (87 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 23.1%
  • Recent 20-Day HV: 13.4%
  • Parkinson Intraday Volatility: 20.2%
  • Vol Trend: Compressed (-42% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.6%
  • Top 10% Move (90th percentile): +7.9%
  • Bottom 10% Move (10th percentile): -5.2%
  • Max Historical Gain (14d): +29.0%
  • Max Historical Loss (14d): -11.6%