How much the newest session can move an anchored VWAP (AAPL)
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.
| bars_since_anchor | newest_bar_weight_pct |
|---|---|
| 10 | 30.09 |
| 20 | 8.09 |
| 30 | 4.44 |
| 40 | 2.3 |
| 50 | 1.65 |
| 60 | 1.62 |
| 70 | 1.28 |
| 80 | 1.24 |
| 90 | 1.35 |
| 100 | 0.99 |
| 110 | 1.15 |
| 120 | 0.99 |
| 130 | 2.14 |
- Rows × columns
- 13 × 2
- 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 |
|---|---|---|---|
bars_since_anchor |
number | 10 to 130 | |
newest_bar_weight_pct |
number | 0.99 to 30.09 | 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 running AS (
SELECT
row_number() OVER (ORDER BY date) AS n,
toFloat64(volume)
/ sum(toFloat64(volume)) OVER (ORDER BY date ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS weight
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'AAPL'
AND date >= '2026-01-02'
AND date <= '2026-06-30'
)
SELECT
intDiv(n - 1, 10) * 10 + 10 AS bars_since_anchor,
round(100 * avg(weight), 2) AS newest_bar_weight_pct
FROM running
GROUP BY bars_since_anchor
ORDER BY bars_since_anchor