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Anchored at each name's own lowest close of the past twelve months

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-08-07, from Anchored VWAP Explained: Formula and Uses.

as of table 5×5read in context →
Anchored at each name's own lowest close of the past twelve months — 5 rows by 5 columns, computed from US exchange, SIP and OPRA data.
symbolanchored_atanchored_vwaplast_closeclose_vs_avwap_pct
SPYJul 1, 2025676.4746.7710.4
AAPLAug 1, 2025264.01289.369.6
KOSep 26, 202574.8181.278.6
NVDAJul 1, 2025187.09200.097
MSFTJun 25, 2026368.19373.021.3
Rows × columns
5 × 5
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for Anchored at each name's own lowest close of the past twelve months, derived from the stored result.
ColumnTypeRangeNotes
symbol text 5 distinct values (AAPL, KO, MSFT…)
anchored_at text 4 distinct values (Aug 1, 2025, Jul 1, 2025, Jun 25, 2026…)
anchored_vwap number 74.81 to 676.4
last_close number 81.27 to 746.77 US dollars
close_vs_avwap_pct number 1.3 to 10.4 percent

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.

the exact SQL behind every number
WITH
    bars AS (
        SELECT
            ticker,
            date,
            toFloat64(vwap)   AS px,
            toFloat64(volume) AS vol,
            toFloat64(close)  AS c
        FROM global_markets.stocks_daily_aggs
        WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'KO', 'SPY')
          AND date >= '2025-07-01'
          AND date <= '2026-06-30'
    ),
    lows AS (
        SELECT
            ticker,
            argMin(date, c) AS low_date
        FROM bars
        GROUP BY ticker
    )
SELECT
    b.ticker                                AS symbol,
    formatDateTime(l.low_date, '%b %e, %Y') AS anchored_at,
    round(sumIf(b.px * b.vol, b.date >= l.low_date) / sumIf(b.vol, b.date >= l.low_date), 2) AS anchored_vwap,
    round(argMax(b.c, b.date), 2)           AS last_close,
    round(100 * (argMax(b.c, b.date)
        / (sumIf(b.px * b.vol, b.date >= l.low_date) / sumIf(b.vol, b.date >= l.low_date)) - 1), 1) AS close_vs_avwap_pct
FROM bars AS b
INNER JOIN lows AS l ON b.ticker = l.ticker
GROUP BY b.ticker, l.low_date
ORDER BY close_vs_avwap_pct DESC

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