Finance

MHK Move Probability $128.75 +10.65 (+9.0%)

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)
51.3%
Stock touched +5.0% ($135.19) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
26.7%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.92x
You are 1.9x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±9.3%
$116.77 — $140.73

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 509 historical windows (2024-09-23 to 2026-10-22). The colored bar indicates the win zone for +5.0%.

-21.7% to -18.7%: 4 occurrences (0.8%) -20.2% -18.7% to -15.7%: 12 occurrences (2.4%) -15.7% to -12.8%: 16 occurrences (3.1%) -12.8% to -9.8%: 30 occurrences (5.9%) -11.3% -9.8% to -6.9%: 48 occurrences (9.4%) -6.9% to -3.9%: 73 occurrences (14.3%) -3.9% to -0.9%: 74 occurrences (14.5%) -2.4% -0.9% to +2.0%: 59 occurrences (11.6%) +2.0% to +5.0%: 57 occurrences (11.2%) +5.0% to +8.0%: 51 occurrences (10.0%) 6.5% +8.0% to +10.9%: 47 occurrences (9.2%) +10.9% to +13.9%: 16 occurrences (3.1%) +13.9% to +16.9%: 9 occurrences (1.8%) 15.4% +16.9% to +19.8%: 5 occurrences (1.0%) +19.8% to +22.8%: 4 occurrences (0.8%) +22.8% to +25.8%: 4 occurrences (0.8%) 24.3%
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) 51.3% 26.7% Model-free reality across 509 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 23.2% Adjusts normal bell curve for real-world skewness (0.03) and kurtosis (3.47).
Standard Normal (Black-Scholes / GBM) 60.0% 30.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 58.0% 29.8% Filters for historical windows that started with volatility similar to current 20-day HV (369 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 39.5%
  • Recent 20-Day HV: 48.5%
  • Parkinson Intraday Volatility: 28.3%
  • Vol Trend: Expanded (+23% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.0%
  • Top 10% Move (90th percentile): +9.9%
  • Bottom 10% Move (10th percentile): -10.5%
  • Max Historical Gain (14d): +25.8%
  • Max Historical Loss (14d): -21.7%