Finance

MITI Move Probability $0.04 +0.00 (+0.0%)

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)
75.2%
Stock touched +5.0% ($0.04) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
37.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.02x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±62.1%
$0.01 — $0.06

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 487 historical windows (2024-10-22 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-72.7% to -55.7%: 18 occurrences (3.7%) -64.2% -55.7% to -38.6%: 39 occurrences (8.0%) -38.6% to -21.6%: 99 occurrences (20.3%) -21.6% to -4.5%: 100 occurrences (20.5%) -13.1% -4.5% to +12.5%: 85 occurrences (17.5%) +12.5% to +29.5%: 59 occurrences (12.1%) +29.5% to +46.6%: 27 occurrences (5.5%) 38.1% +46.6% to +63.6%: 23 occurrences (4.7%) +63.6% to +80.7%: 11 occurrences (2.3%) +80.7% to +97.7%: 5 occurrences (1.0%) 89.2% +97.7% to +114.8%: 6 occurrences (1.2%) +114.8% to +131.8%: 11 occurrences (2.3%) +131.8% to +148.9%: 0 occurrences (0.0%) 140.3% +148.9% to +165.9%: 1 occurrences (0.2%) +165.9% to +183.0%: 1 occurrences (0.2%) +183.0% to +200.0%: 2 occurrences (0.4%) 191.5%
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) 75.2% 37.2% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 41.7% Adjusts normal bell curve for real-world skewness (0.57) and kurtosis (4.0).
Standard Normal (Black-Scholes / GBM) 93.7% 46.9% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 73.3% 31.4% Filters for historical windows that started with volatility similar to current 20-day HV (236 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 263.7%
  • Recent 20-Day HV: 189.1%
  • Parkinson Intraday Volatility: 337.1%
  • Vol Trend: Compressed (-28% vs baseline)

14-Day Return Quantiles

  • Median Return: -7.1%
  • Top 10% Move (90th percentile): +53.8%
  • Bottom 10% Move (10th percentile): -42.9%
  • Max Historical Gain (14d): +200.0%
  • Max Historical Loss (14d): -72.7%