Finance

MYO Move Probability $1.27 -0.00 (-0.4%)

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)
66.5%
Stock touched +5.0% ($1.33) at least once during 14 trading days.
Median first touch: Day 2 of 14
Expiration Close Probability
33.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
1.99x
You are 2.0x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±22.1%
$0.99 — $1.55

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%.

-54.0% to -45.1%: 5 occurrences (1.0%) -49.6% -45.1% to -36.1%: 10 occurrences (2.0%) -36.1% to -27.2%: 14 occurrences (2.8%) -27.2% to -18.3%: 67 occurrences (13.2%) -22.7% -18.3% to -9.3%: 90 occurrences (17.7%) -9.3% to -0.4%: 99 occurrences (19.5%) -0.4% to +8.6%: 78 occurrences (15.4%) 4.1% +8.6% to +17.5%: 60 occurrences (11.8%) +17.5% to +26.4%: 32 occurrences (6.3%) +26.4% to +35.4%: 22 occurrences (4.3%) 30.9% +35.4% to +44.3%: 13 occurrences (2.6%) +44.3% to +53.3%: 9 occurrences (1.8%) +53.3% to +62.2%: 2 occurrences (0.4%) 57.7% +62.2% to +71.2%: 4 occurrences (0.8%) +71.2% to +80.1%: 2 occurrences (0.4%) +80.1% to +89.0%: 1 occurrences (0.2%) 84.6%
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) 66.5% 33.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 32.8% Adjusts normal bell curve for real-world skewness (-0.88) and kurtosis (14.32).
Standard Normal (Black-Scholes / GBM) 82.6% 41.3% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 73.1% 41.3% Filters for historical windows that started with volatility similar to current 20-day HV (312 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 93.9%
  • Recent 20-Day HV: 68.7%
  • Parkinson Intraday Volatility: 65.5%
  • Vol Trend: Compressed (-27% vs baseline)

14-Day Return Quantiles

  • Median Return: -3.2%
  • Top 10% Move (90th percentile): +26.9%
  • Bottom 10% Move (10th percentile): -24.1%
  • Max Historical Gain (14d): +89.0%
  • Max Historical Loss (14d): -54.0%