Finance

MKLY Move Probability $10.27 +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)
0.0%
Stock touched +5.0% ($10.78) at least once during 14 trading days.
Expiration Close Probability
0.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.00x
You are 1.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±0.3%
$10.24 — $10.30

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 247 historical windows (2025-10-08 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-0.3% to -0.2%: 4 occurrences (1.6%) -0.3% -0.2% to -0.2%: 14 occurrences (5.7%) -0.2% to -0.1%: 3 occurrences (1.2%) -0.1% to -0.0%: 0 occurrences (0.0%) -0.0% -0.0% to +0.1%: 89 occurrences (36.0%) +0.1% to +0.1%: 24 occurrences (9.7%) +0.1% to +0.2%: 26 occurrences (10.5%) 0.2% +0.2% to +0.3%: 7 occurrences (2.8%) +0.3% to +0.4%: 29 occurrences (11.7%) +0.4% to +0.4%: 6 occurrences (2.4%) 0.4% +0.4% to +0.5%: 13 occurrences (5.3%) +0.5% to +0.6%: 5 occurrences (2.0%) +0.6% to +0.7%: 4 occurrences (1.6%) 0.6% +0.7% to +0.7%: 4 occurrences (1.6%) +0.7% to +0.8%: 6 occurrences (2.4%) +0.8% to +0.9%: 13 occurrences (5.3%) 0.9%
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) 0.0% 0.0% Model-free reality across 247 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 100.0% Adjusts normal bell curve for real-world skewness (3.43) and kurtosis (24.97).
Standard Normal (Black-Scholes / GBM) 0.0% 0.0% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 1.4%
  • Recent 20-Day HV: 0.5%
  • Parkinson Intraday Volatility: 0.3%
  • Vol Trend: Compressed (-66% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.1%
  • Top 10% Move (90th percentile): +0.6%
  • Bottom 10% Move (10th percentile): +0.0%
  • Max Historical Gain (14d): +0.9%
  • Max Historical Loss (14d): -0.3%