The four major index trackers across the same window, rebased to the first open

WITH window_days AS (
    SELECT d
    FROM (
        SELECT d, max(d) OVER () AS last_full
        FROM (
            SELECT d
            FROM (
                SELECT d, bars, medianExact(bars) OVER () AS typical_bars
                FROM (
                    SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS d, count() AS bars
                    FROM global_markets.delayed_stocks_minute_aggs
                    WHERE window_start >= now() - INTERVAL 34 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
                    GROUP BY d
                    HAVING d < toDate(toTimeZone(now(), 'America/New_York'))
                )
            )
            WHERE bars >= 0.85 * typical_bars
        )
    )
    WHERE d > last_full - 30
)
SELECT session,
       round(anyIf(cum_pct, ticker = 'SPY'), 2) AS sp500_pct,
       round(anyIf(cum_pct, ticker = 'QQQ'), 2) AS nasdaq100_pct,
       round(anyIf(cum_pct, ticker = 'DIA'), 2) AS dow_pct,
       round(anyIf(cum_pct, ticker = 'IWM'), 2) AS russell2000_pct
FROM (
    SELECT ticker,
           formatDateTime(d, '%Y-%m-%d') AS session,
           100 * (c / first_value(o) OVER (PARTITION BY ticker ORDER BY d) - 1) AS cum_pct
    FROM (
        SELECT ticker,
               toDate(toTimeZone(window_start, 'America/New_York')) AS d,
               argMin(toFloat64(open), window_start) AS o,
               argMax(toFloat64(close), window_start) AS c
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE window_start >= now() - INTERVAL 34 DAY
          AND ticker IN ('SPY', 'QQQ', 'DIA', 'IWM')
          AND toDate(toTimeZone(window_start, 'America/New_York')) IN (SELECT d FROM window_days)
          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, d
    )
)
GROUP BY session
ORDER BY session