Finance

MRKR Move Probability $1.15 -0.02 (-2.1%)

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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Touch Probability (First Passage)
67.9%
Stock touched +5.0% ($1.20) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
31.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.13x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±22.4%
$0.89 — $1.40

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%.

-41.8% to -34.8%: 8 occurrences (1.6%) -38.3% -34.8% to -27.8%: 22 occurrences (4.3%) -27.8% to -20.7%: 43 occurrences (8.5%) -20.7% to -13.7%: 73 occurrences (14.4%) -17.2% -13.7% to -6.7%: 77 occurrences (15.2%) -6.7% to +0.3%: 80 occurrences (15.7%) +0.3% to +7.3%: 57 occurrences (11.2%) 3.8% +7.3% to +14.3%: 41 occurrences (8.1%) +14.3% to +21.3%: 36 occurrences (7.1%) +21.3% to +28.3%: 14 occurrences (2.8%) 24.8% +28.3% to +35.4%: 20 occurrences (3.9%) +35.4% to +42.4%: 10 occurrences (2.0%) +42.4% to +49.4%: 11 occurrences (2.2%) 45.9% +49.4% to +56.4%: 9 occurrences (1.8%) +56.4% to +63.4%: 5 occurrences (1.0%) +63.4% to +70.4%: 2 occurrences (0.4%) 66.9%
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) 67.9% 31.9% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 35.8% Adjusts normal bell curve for real-world skewness (0.5) and kurtosis (2.72).
Standard Normal (Black-Scholes / GBM) 82.7% 41.4% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 70.7% 34.5% Filters for historical windows that started with volatility similar to current 20-day HV (307 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 94.8%
  • Recent 20-Day HV: 82.3%
  • Parkinson Intraday Volatility: 66.9%
  • Vol Trend: Normal / Consistent

14-Day Return Quantiles

  • Median Return: -3.9%
  • Top 10% Move (90th percentile): +30.3%
  • Bottom 10% Move (10th percentile): -24.2%
  • Max Historical Gain (14d): +70.4%
  • Max Historical Loss (14d): -41.8%