Finance

MNDO Move Probability $0.89 -0.02 (-2.2%)

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)
23.2%
Stock touched +5.0% ($0.93) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
11.2%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.07x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±7.8%
$0.82 — $0.96

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%.

-27.7% to -24.9%: 4 occurrences (0.8%) -26.3% -24.9% to -22.1%: 0 occurrences (0.0%) -22.1% to -19.3%: 4 occurrences (0.8%) -19.3% to -16.5%: 4 occurrences (0.8%) -17.9% -16.5% to -13.7%: 10 occurrences (2.0%) -13.7% to -10.9%: 21 occurrences (4.1%) -10.9% to -8.1%: 30 occurrences (5.9%) -9.5% -8.1% to -5.2%: 51 occurrences (10.0%) -5.2% to -2.4%: 73 occurrences (14.4%) -2.4% to +0.4%: 119 occurrences (23.4%) -1.0% +0.4% to +3.2%: 87 occurrences (17.1%) +3.2% to +6.0%: 62 occurrences (12.2%) +6.0% to +8.8%: 9 occurrences (1.8%) 7.4% +8.8% to +11.6%: 15 occurrences (3.0%) +11.6% to +14.4%: 11 occurrences (2.2%) +14.4% to +17.2%: 8 occurrences (1.6%) 15.8%
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) 23.2% 11.2% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 6.6% Adjusts normal bell curve for real-world skewness (0.18) and kurtosis (12.74).
Standard Normal (Black-Scholes / GBM) 53.3% 26.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 19.2% 6.9% Filters for historical windows that started with volatility similar to current 20-day HV (260 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 33.2%
  • Recent 20-Day HV: 23.0%
  • Parkinson Intraday Volatility: 11.7%
  • Vol Trend: Compressed (-31% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.3%
  • Top 10% Move (90th percentile): +5.2%
  • Bottom 10% Move (10th percentile): -9.6%
  • Max Historical Gain (14d): +17.2%
  • Max Historical Loss (14d): -27.7%