STRASMORE/EXPLORE 2,170 QUERIES

Excluded from the boards: 2026 splits large enough to fake a year-to-date move

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 2026-08-25, from Biggest Stock Gainers & Losers of 2026.

as of series 12×5read in context →
Excluded from the boards: 2026 splits large enough to fake a year-to-date move — 12 rows by 5 columns, computed from US exchange, SIP and OPRA data.
tickerunadjusted_ytd_pctsplit_price_effect_pctsplit_typesplit_date
BKNG-96-96forward split2026-04-06
KLAC-85.1-90forward split2026-06-12
VGT-84.4-87.5forward split2026-04-21
CVNA-83.3-80forward split2026-05-08
VUG-82.1-83.3forward split2026-04-21
HDV-75.4-80forward split2026-04-29
IWF-74.3-75forward split2026-04-29
VO-71.5-75forward split2026-04-21
CRWD-57.5-75stock dividend2026-07-02
MNST-38.1-50stock dividend2026-08-11
HON13.3100reverse split2026-06-29
DD245.5200reverse split2026-06-24
Rows × columns
12 × 5
Period covered
to
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 Excluded from the boards: 2026 splits large enough to fake a year-to-date move, derived from the stored result.
ColumnTypeRangeNotes
ticker text 12 distinct values (BKNG, CRWD, CVNA…)
unadjusted_ytd_pct number -96 to 245.5 percent
split_price_effect_pct number -96 to 200 percent
split_type text 3 distinct values
split_date date 2026-04-06 to 2026-08-11

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 complete AS (
    SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS d
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= toDateTime('2026-01-01 00:00:00')
      AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) >= 570
      AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) < 960
    GROUP BY d
    HAVING count() >= 380
),
universe AS (
    SELECT ticker,
           sum(toFloat64(close) * toFloat64(volume)) / uniqExact(toDate(toTimeZone(window_start, 'America/New_York'))) AS adv
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE window_start >= now() - INTERVAL 21 DAY
      AND toDate(toTimeZone(window_start, 'America/New_York')) >= today() - 20
      AND toDate(toTimeZone(window_start, 'America/New_York')) IN (SELECT d FROM complete)
      AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) >= 570
      AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) < 960
    GROUP BY ticker
    HAVING adv >= 100000000
),
split_terms AS (
    SELECT ticker,
        argMax(split_to, execution_date) AS new_shares,
        argMax(split_from, execution_date) AS old_shares,
        round((old_shares / new_shares - 1) * 100, 1) AS split_price_effect_pct,
        replaceAll(argMax(adjustment_type, execution_date), '_', ' ') AS split_type,
        toString(max(execution_date)) AS split_date
    FROM global_markets.stocks_splits
    WHERE execution_date BETWEEN toDate('2026-01-01') AND today()
    GROUP BY ticker
    HAVING new_shares > 0 AND old_shares > 0
       AND greatest(new_shares / old_shares, old_shares / new_shares) >= 1.25
),
edges AS (
    SELECT ticker,
        argMinIf(toFloat64(open), toTimeZone(window_start, 'America/New_York'), toDate(toTimeZone(window_start, 'America/New_York')) = (SELECT min(d) FROM complete)) AS year_open,
        argMaxIf(toFloat64(close), toTimeZone(window_start, 'America/New_York'), toDate(toTimeZone(window_start, 'America/New_York')) = (SELECT max(d) FROM complete)) AS latest_close,
        countIf(toDate(toTimeZone(window_start, 'America/New_York')) = (SELECT min(d) FROM complete)) AS bars_open,
        countIf(toDate(toTimeZone(window_start, 'America/New_York')) = (SELECT max(d) FROM complete)) AS bars_close
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ((window_start >= toDateTime('2026-01-01 00:00:00') AND window_start < toDateTime('2026-01-10 00:00:00'))
        OR (window_start >= now() - INTERVAL 8 DAY))
      AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) >= 570
      AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) < 960
      AND ticker NOT IN ('SPCX')
      AND ticker NOT IN ('KORU','SOXL','SOXS','SOXY','TQQQ','SQQQ','QQQU','SPXL','SPXS','UPRO','SPXU','SPYU','LABU','LABD','FAS','FAZ','TNA','TZA','YINN','YANG','UDOW','SDOW','BOIL','KOLD','UCO','SCO','USD','SSO','SDS','QLD','QID','ERX','ERY','DRN','DRV','CURE','MUU','SNXX','UVXY','SVXY','UVIX','SVIX','BULZ','WEBL','WEBS','DPST','DRIP','GUSH','AGQ','ZSL','GDXU','GDXD','FNGU','FNGD','DUST','JNUG','JDST','NUGT','BITX','BITU','SBIT','ETHU','ETHT','NVDL','NVDS','NVD','NVDX','NVDU','NVDD','NVDQ','TSLL','TSLQ','TSLZ','TSLR','TSLT','TSLS','TSDD','AAPU','AAPD','MSFU','MSFD','GGLL','GGLS','AMZU','AMZD','METU','METD','PLTU','PLTD','SMCX','SMCZ','CONL','CONI','MSTX','MSTU','MSTZ','BRKU','AMDL','AMUU','AMDD','ELIL','ELIS','HOOX','AVGX','AVGU','TSMX','TSMZ','MULL')
      AND ticker IN (SELECT ticker FROM split_terms)
    GROUP BY ticker
    HAVING bars_open >= 100 AND bars_close >= 100
),
ranked AS (
    SELECT e.ticker AS ticker,
        round((e.latest_close / e.year_open - 1) * 100, 1) AS unadjusted_ytd_pct,
        s.split_price_effect_pct AS split_price_effect_pct,
        s.split_type AS split_type,
        s.split_date AS split_date
    FROM edges AS e
    INNER JOIN split_terms AS s ON e.ticker = s.ticker
    WHERE e.year_open >= 10 AND e.ticker IN (SELECT ticker FROM universe)
)
SELECT ticker, unadjusted_ytd_pct, split_price_effect_pct, split_type, split_date
FROM (
    SELECT ticker, unadjusted_ytd_pct, split_price_effect_pct, split_type, split_date,
           row_number() OVER (ORDER BY unadjusted_ytd_pct ASC) AS rn_low,
           row_number() OVER (ORDER BY unadjusted_ytd_pct DESC) AS rn_high
    FROM ranked
)
WHERE rn_low <= 14 OR rn_high = 1
ORDER BY unadjusted_ytd_pct ASC

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