Finance

MJNA Move Probability $0.00 +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)
77.0%
Stock touched +5.0% ($0.00) at least once during 14 trading days.
Median first touch: Day 1 of 14
Expiration Close Probability
22.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
3.47x
You are 3.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±124.5%
$0.00 — $0.00

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%.

-66.7% to -50.0%: 9 occurrences (1.8%) -58.3% -50.0% to -33.3%: 103 occurrences (21.1%) -33.3% to -16.7%: 55 occurrences (11.3%) -16.7% to +0.0%: 212 occurrences (43.5%) -8.3% +0.0% to +16.7%: 1 occurrences (0.2%) +16.7% to +33.3%: 23 occurrences (4.7%) +33.3% to +50.0%: 1 occurrences (0.2%) 41.7% +50.0% to +66.7%: 49 occurrences (10.1%) +66.7% to +83.3%: 0 occurrences (0.0%) +83.3% to +100.0%: 29 occurrences (6.0%) 91.7% +100.0% to +116.7%: 0 occurrences (0.0%) +116.7% to +133.3%: 0 occurrences (0.0%) +133.3% to +150.0%: 0 occurrences (0.0%) 141.7% +150.0% to +166.7%: 0 occurrences (0.0%) +166.7% to +183.3%: 0 occurrences (0.0%) +183.3% to +200.0%: 5 occurrences (1.0%) 191.7%
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) 77.0% 22.2% Model-free reality across 487 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 47.9% Adjusts normal bell curve for real-world skewness (0.05) and kurtosis (0.87).
Standard Normal (Black-Scholes / GBM) 96.9% 48.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 77.0% 23.7% Filters for historical windows that started with volatility similar to current 20-day HV (291 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 528.2%
  • Recent 20-Day HV: 591.7%
  • Parkinson Intraday Volatility: 653.0%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +50.0%
  • Bottom 10% Move (10th percentile): -50.0%
  • Max Historical Gain (14d): +200.0%
  • Max Historical Loss (14d): -66.7%