Finance

MIDD Move Probability $111.08 +0.58 (+0.5%)

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)
46.5%
Stock touched +5.0% ($116.63) at least once during 14 trading days.
Median first touch: Day 5 of 14
Expiration Close Probability
25.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.83x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±9.0%
$101.03 — $121.13

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%.

-19.7% to -16.6%: 14 occurrences (2.8%) -18.2% -16.6% to -13.5%: 16 occurrences (3.1%) -13.5% to -10.4%: 14 occurrences (2.8%) -10.4% to -7.3%: 34 occurrences (6.7%) -8.9% -7.3% to -4.3%: 69 occurrences (13.6%) -4.3% to -1.2%: 95 occurrences (18.7%) -1.2% to +1.9%: 78 occurrences (15.4%) 0.4% +1.9% to +5.0%: 60 occurrences (11.8%) +5.0% to +8.1%: 50 occurrences (9.8%) +8.1% to +11.2%: 25 occurrences (4.9%) 9.7% +11.2% to +14.3%: 20 occurrences (3.9%) +14.3% to +17.4%: 10 occurrences (2.0%) +17.4% to +20.5%: 5 occurrences (1.0%) 19.0% +20.5% to +23.6%: 2 occurrences (0.4%) +23.6% to +26.7%: 9 occurrences (1.8%) +26.7% to +29.8%: 7 occurrences (1.4%) 28.2%
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) 46.5% 25.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 7.7% Adjusts normal bell curve for real-world skewness (-0.18) and kurtosis (14.98).
Standard Normal (Black-Scholes / GBM) 59.0% 29.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 33.9% 17.2% Filters for historical windows that started with volatility similar to current 20-day HV (186 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 38.4%
  • Recent 20-Day HV: 21.2%
  • Parkinson Intraday Volatility: 27.9%
  • Vol Trend: Compressed (-45% vs baseline)

14-Day Return Quantiles

  • Median Return: -0.7%
  • Top 10% Move (90th percentile): +11.3%
  • Bottom 10% Move (10th percentile): -9.8%
  • Max Historical Gain (14d): +29.8%
  • Max Historical Loss (14d): -19.7%