Finance

MOBI Move Probability $9.64 +0.51 (+5.6%)

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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Touch Probability (First Passage)
74.3%
Stock touched +5.0% ($10.12) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
19.8%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
3.75x
You are 3.8x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±17.0%
$8.00 — $11.28

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 101 historical windows (2026-05-08 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-24.6% to -22.0%: 2 occurrences (2.0%) -23.3% -22.0% to -19.4%: 5 occurrences (5.0%) -19.4% to -16.8%: 5 occurrences (5.0%) -16.8% to -14.2%: 6 occurrences (5.9%) -15.5% -14.2% to -11.6%: 6 occurrences (5.9%) -11.6% to -9.0%: 8 occurrences (7.9%) -9.0% to -6.4%: 14 occurrences (13.9%) -7.7% -6.4% to -3.7%: 6 occurrences (5.9%) -3.7% to -1.1%: 7 occurrences (6.9%) -1.1% to +1.5%: 12 occurrences (11.9%) 0.2% +1.5% to +4.1%: 8 occurrences (7.9%) +4.1% to +6.7%: 7 occurrences (6.9%) +6.7% to +9.3%: 3 occurrences (3.0%) 8.0% +9.3% to +11.9%: 3 occurrences (3.0%) +11.9% to +14.5%: 5 occurrences (5.0%) +14.5% to +17.1%: 4 occurrences (4.0%) 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) 74.3% 19.8% Model-free reality across 101 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 36.0% Adjusts normal bell curve for real-world skewness (0.32) and kurtosis (0.77).
Standard Normal (Black-Scholes / GBM) 77.4% 38.7% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 75.4% 13.8% Filters for historical windows that started with volatility similar to current 20-day HV (65 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 72.2%
  • Recent 20-Day HV: 66.3%
  • Parkinson Intraday Volatility: 59.9%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -4.7%
  • Top 10% Move (90th percentile): +10.1%
  • Bottom 10% Move (10th percentile): -18.4%
  • Max Historical Gain (14d): +17.1%
  • Max Historical Loss (14d): -24.6%