Finance

MFIC Move Probability $8.19 -0.07 (-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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Touch Probability (First Passage)
22.4%
Stock touched +5.0% ($8.59) at least once during 14 trading days.
Median first touch: Day 8 of 14
Expiration Close Probability
14.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.58x
You are 1.6x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±5.6%
$7.72 — $8.65

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%.

-18.8% to -16.6%: 1 occurrences (0.2%) -17.7% -16.6% to -14.5%: 5 occurrences (1.0%) -14.5% to -12.3%: 5 occurrences (1.0%) -12.3% to -10.1%: 8 occurrences (1.6%) -11.2% -10.1% to -8.0%: 9 occurrences (1.8%) -8.0% to -5.8%: 36 occurrences (7.1%) -5.8% to -3.7%: 48 occurrences (9.4%) -4.8% -3.7% to -1.5%: 102 occurrences (20.1%) -1.5% to +0.6%: 96 occurrences (18.9%) +0.6% to +2.8%: 73 occurrences (14.4%) 1.7% +2.8% to +4.9%: 50 occurrences (9.8%) +4.9% to +7.1%: 44 occurrences (8.7%) +7.1% to +9.2%: 20 occurrences (3.9%) 8.1% +9.2% to +11.4%: 9 occurrences (1.8%) +11.4% to +13.5%: 0 occurrences (0.0%) +13.5% to +15.7%: 2 occurrences (0.4%) 14.6%
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) 22.4% 14.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 5.8% Adjusts normal bell curve for real-world skewness (-0.03) and kurtosis (8.71).
Standard Normal (Black-Scholes / GBM) 38.7% 19.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 20.5% 9.9% Filters for historical windows that started with volatility similar to current 20-day HV (293 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 23.9%
  • Recent 20-Day HV: 16.0%
  • Parkinson Intraday Volatility: 19.1%
  • Vol Trend: Compressed (-33% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.6%
  • Top 10% Move (90th percentile): +6.1%
  • Bottom 10% Move (10th percentile): -6.2%
  • Max Historical Gain (14d): +15.7%
  • Max Historical Loss (14d): -18.8%