Finance

MNR Move Probability $10.67 -0.12 (-1.1%)

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)
44.3%
Stock touched +5.0% ($11.20) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
25.0%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.77x
You are 1.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±6.8%
$9.95 — $11.39

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%.

-19.3% to -17.0%: 7 occurrences (1.4%) -18.2% -17.0% to -14.7%: 4 occurrences (0.8%) -14.7% to -12.4%: 12 occurrences (2.4%) -12.4% to -10.1%: 18 occurrences (3.5%) -11.3% -10.1% to -7.8%: 36 occurrences (7.1%) -7.8% to -5.5%: 38 occurrences (7.5%) -5.5% to -3.2%: 49 occurrences (9.6%) -4.4% -3.2% to -0.9%: 69 occurrences (13.6%) -0.9% to +1.4%: 67 occurrences (13.2%) +1.4% to +3.7%: 55 occurrences (10.8%) 2.6% +3.7% to +6.0%: 49 occurrences (9.6%) +6.0% to +8.3%: 42 occurrences (8.3%) +8.3% to +10.6%: 29 occurrences (5.7%) 9.5% +10.6% to +12.9%: 18 occurrences (3.5%) +12.9% to +15.2%: 8 occurrences (1.6%) +15.2% to +17.5%: 7 occurrences (1.4%) 16.4%
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) 44.3% 25.0% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 15.8% Adjusts normal bell curve for real-world skewness (-1.65) and kurtosis (8.49).
Standard Normal (Black-Scholes / GBM) 47.1% 23.6% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 39.4% 21.2% Filters for historical windows that started with volatility similar to current 20-day HV (292 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 28.7%
  • Recent 20-Day HV: 19.7%
  • Parkinson Intraday Volatility: 22.2%
  • Vol Trend: Compressed (-32% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +9.1%
  • Bottom 10% Move (10th percentile): -9.0%
  • Max Historical Gain (14d): +17.5%
  • Max Historical Loss (14d): -19.3%