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.
| symbol | anchored_at | anchored_vwap | last_close | close_vs_avwap_pct |
|---|---|---|---|---|
| SPY | Jul 1, 2025 | 676.4 | 746.77 | 10.4 |
| AAPL | Aug 1, 2025 | 264.01 | 289.36 | 9.6 |
| KO | Sep 26, 2025 | 74.81 | 81.27 | 8.6 |
| NVDA | Jul 1, 2025 | 187.09 | 200.09 | 7 |
| MSFT | Jun 25, 2026 | 368.19 | 373.02 | 1.3 |
- Rows × columns
- 5 × 5
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
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.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
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