Finance

MXC Move Probability $9.91 -0.12 (-1.2%)

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)
30.7%
Stock touched +5.0% ($10.41) at least once during 14 trading days.
Median first touch: Day 6 of 14
Expiration Close Probability
25.4%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.21x
You are 1.2x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±15.3%
$8.40 — $11.42

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%.

-44.8% to -33.3%: 2 occurrences (0.4%) -39.1% -33.3% to -21.8%: 17 occurrences (3.3%) -21.8% to -10.3%: 43 occurrences (8.5%) -10.3% to +1.2%: 259 occurrences (51.0%) -4.6% +1.2% to +12.7%: 144 occurrences (28.3%) +12.7% to +24.1%: 28 occurrences (5.5%) +24.1% to +35.6%: 1 occurrences (0.2%) 29.9% +35.6% to +47.1%: 5 occurrences (1.0%) +47.1% to +58.6%: 3 occurrences (0.6%) +58.6% to +70.1%: 1 occurrences (0.2%) 64.4% +70.1% to +81.6%: 2 occurrences (0.4%) +81.6% to +93.1%: 1 occurrences (0.2%) +93.1% to +104.6%: 1 occurrences (0.2%) 98.9% +104.6% to +116.1%: 0 occurrences (0.0%) +116.1% to +127.6%: 0 occurrences (0.0%) +127.6% to +139.1%: 1 occurrences (0.2%) 133.3%
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) 30.7% 25.4% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 0.3% Adjusts normal bell curve for real-world skewness (4.85) and kurtosis (69.02).
Standard Normal (Black-Scholes / GBM) 74.9% 37.5% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 22.2% 20.8% Filters for historical windows that started with volatility similar to current 20-day HV (144 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 64.8%
  • Recent 20-Day HV: 37.3%
  • Parkinson Intraday Volatility: 26.0%
  • Vol Trend: Compressed (-42% vs baseline)

14-Day Return Quantiles

  • Median Return: +0.0%
  • Top 10% Move (90th percentile): +12.0%
  • Bottom 10% Move (10th percentile): -14.3%
  • Max Historical Gain (14d): +139.1%
  • Max Historical Loss (14d): -44.8%