{"slug":"biggest-stock-movers-this-month","qid":"window_receipt","label":"The window and the screened universe behind every board on this page","post_title":"Biggest Stock Movers This Month","post_url":"/blog/biggest-stock-movers-this-month#q-window_receipt","columns":["first_session_date","last_session_date","sessions","companies_on_file","companies_screened"],"rows":[{"first_session_date":"Jul 22","last_session_date":"Aug 19","sessions":21,"companies_on_file":4081,"companies_screened":1147}],"shape":"scalar","sql":"WITH window_days AS (\n    SELECT d\n    FROM (\n        SELECT d, max(d) OVER () AS last_full\n        FROM (\n            SELECT d\n            FROM (\n                SELECT d, bars, medianExact(bars) OVER () AS typical_bars\n                FROM (\n                    SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS d, count() AS bars\n                    FROM global_markets.delayed_stocks_minute_aggs\n                    WHERE window_start >= now() - INTERVAL 34 DAY\n                      AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) >= 570\n                      AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) < 960\n                    GROUP BY d\n                    HAVING d < toDate(toTimeZone(now(), 'America/New_York'))\n                )\n            )\n            WHERE bars >= 0.85 * typical_bars\n        )\n    )\n    WHERE d > last_full - 30\n),\nscreened AS (\n    SELECT ticker\n    FROM (\n        SELECT ticker,\n               toDate(toTimeZone(window_start, 'America/New_York')) AS d,\n               argMin(toFloat64(open), window_start) AS o,\n               sum(toFloat64(close) * toFloat64(volume)) AS dollars\n        FROM global_markets.delayed_stocks_minute_aggs\n        WHERE window_start >= now() - INTERVAL 34 DAY\n          AND toDate(toTimeZone(window_start, 'America/New_York')) IN (SELECT d FROM window_days)\n          AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) >= 570\n          AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) < 960\n          AND ticker NOT IN ('SPCX')\n          AND ticker NOT IN ('KORU','SOXL','SOXS','TQQQ','SQQQ','NVDL','NVDS','NVD','TSLL','TSLQ','TSLZ','SPXL','SPXS','UPRO','SPXU','LABU','LABD','FAS','FAZ','TNA','TZA','YINN','YANG','UDOW','SDOW','BOIL','KOLD','UCO','SCO','USD','SSO','SDS','QLD','QID','ERX','ERY','DRN','DRV','CURE','SOXY','MUU','SNXX','UVXY','SVXY','UVIX','SVIX','BULZ','WEBL','WEBS','DPST','DRIP','GUSH','AGQ','ZSL','BITX','ETHU','MSTX','MSTU','CONL','DUST','JNUG','JDST','NUGT')\n          AND ticker IN (SELECT ticker FROM global_markets.stocks_ratios\n                         WHERE market_cap > 0)\n          AND ticker NOT IN (SELECT ticker FROM global_markets.stocks_splits\n                             WHERE execution_date BETWEEN today() - 45 AND today())\n        GROUP BY ticker, d\n    )\n    GROUP BY ticker\n    HAVING sum(dollars) >= 1000000000 AND argMin(o, d) >= 10 AND count() >= 15\n)\nSELECT formatDateTime(w.first_d, '%b %e') AS first_session_date,\n       formatDateTime(w.last_d, '%b %e') AS last_session_date,\n       w.n AS sessions,\n       (SELECT count() FROM global_markets.stocks_ratios WHERE market_cap > 0) AS companies_on_file,\n       (SELECT count() FROM screened) AS companies_screened\nFROM (SELECT min(d) AS first_d, max(d) AS last_d, count() AS n FROM window_days) AS w","computed_at":"2026-08-25T13:02:07.543456+00:00","elapsed":20.847348051}