Finance

MIRA Move Probability $0.65 +0.01 (+2.0%)

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)
64.3%
Stock touched +5.0% ($0.69) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
26.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.45x
You are 2.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±19.8%
$0.52 — $0.78

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 507 historical windows (2024-09-23 to 2026-10-20). The colored bar indicates the win zone for +5.0%.

-42.2% to -33.0%: 7 occurrences (1.4%) -37.6% -33.0% to -23.8%: 21 occurrences (4.1%) -23.8% to -14.7%: 54 occurrences (10.7%) -14.7% to -5.5%: 121 occurrences (23.9%) -10.1% -5.5% to +3.7%: 162 occurrences (32.0%) +3.7% to +12.9%: 61 occurrences (12.0%) +12.9% to +22.1%: 27 occurrences (5.3%) 17.5% +22.1% to +31.2%: 15 occurrences (3.0%) +31.2% to +40.4%: 9 occurrences (1.8%) +40.4% to +49.6%: 17 occurrences (3.4%) 45.0% +49.6% to +58.8%: 6 occurrences (1.2%) +58.8% to +68.0%: 2 occurrences (0.4%) +68.0% to +77.1%: 1 occurrences (0.2%) 72.5% +77.1% to +86.3%: 2 occurrences (0.4%) +86.3% to +95.5%: 0 occurrences (0.0%) +95.5% to +104.7%: 2 occurrences (0.4%) 100.1%
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) 64.3% 26.2% Model-free reality across 507 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 30.3% Adjusts normal bell curve for real-world skewness (0.85) and kurtosis (5.29).
Standard Normal (Black-Scholes / GBM) 80.6% 40.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 61.7% 32.1% Filters for historical windows that started with volatility similar to current 20-day HV (290 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 84.1%
  • Recent 20-Day HV: 67.8%
  • Parkinson Intraday Volatility: 66.2%
  • Vol Trend: Compressed (-19% vs baseline)

14-Day Return Quantiles

  • Median Return: -2.7%
  • Top 10% Move (90th percentile): +24.1%
  • Bottom 10% Move (10th percentile): -18.8%
  • Max Historical Gain (14d): +104.7%
  • Max Historical Loss (14d): -42.2%