Finance

MUU Move Probability $24.47 +1.56 (+6.8%)

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)
86.7%
Stock touched +5.0% ($25.69) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
57.9%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.50x
You are 1.5x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±50.5%
$12.11 — $36.83

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 497 historical windows (2024-10-10 to 2026-10-23). The colored bar indicates the win zone for +5.0%.

-52.5% to +94.8%: 470 occurrences (94.6%) 21.2% +94.8% to +242.0%: 13 occurrences (2.6%) +242.0% to +389.3%: 0 occurrences (0.0%) +389.3% to +536.5%: 0 occurrences (0.0%) 462.9% +536.5% to +683.8%: 2 occurrences (0.4%) +683.8% to +831.0%: 4 occurrences (0.8%) +831.0% to +978.2%: 0 occurrences (0.0%) 904.6% +978.2% to +1125.5%: 0 occurrences (0.0%) +1125.5% to +1272.7%: 0 occurrences (0.0%) +1272.7% to +1420.0%: 0 occurrences (0.0%) 1346.4% +1420.0% to +1567.2%: 0 occurrences (0.0%) +1567.2% to +1714.5%: 0 occurrences (0.0%) +1714.5% to +1861.7%: 1 occurrences (0.2%) 1788.1% +1861.7% to +2009.0%: 1 occurrences (0.2%) +2009.0% to +2156.2%: 3 occurrences (0.6%) +2156.2% to +2303.5%: 3 occurrences (0.6%) 2229.8%
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) 86.7% 57.9% Model-free reality across 497 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 1.6% Adjusts normal bell curve for real-world skewness (8.51) and kurtosis (133.03).
Standard Normal (Black-Scholes / GBM) 92.3% 46.2% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 88.3% 62.5% Filters for historical windows that started with volatility similar to current 20-day HV (240 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 214.4%
  • Recent 20-Day HV: 102.8%
  • Parkinson Intraday Volatility: 89.8%
  • Vol Trend: Compressed (-52% vs baseline)

14-Day Return Quantiles

  • Median Return: +13.1%
  • Top 10% Move (90th percentile): +72.7%
  • Bottom 10% Move (10th percentile): -24.1%
  • Max Historical Gain (14d): +2303.5%
  • Max Historical Loss (14d): -52.5%