pattern_hit_rates

Name: pattern_hit_rates
Creator: Strasmore
Published: 2026-09-25
License: https://www.strasmore.com/terms/

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 2026-09-25, from bullish-candlestick-patterns.

as of 2026-09-25 ranking 3×4read in context →

pattern_hit_rates — 3 rows by 4 columns, computed 2026-09-25 from US exchange, SIP and OPRA data.
pattern	signal_count	next_day_up_pct	any_day_up_pct
Hammer	2100	54.5	52.8
Bullish engulfing	907	48.3	52.8
Piercing line	380	49.7	52.8

Rows × columns: 3 × 4
Computed: 2026-09-25
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 pattern_hit_rates, derived from the stored result.
Column	Type	Range	Notes
`pattern`	text	3 distinct values (Bullish engulfing, Hammer, Piercing line)
`signal_count`	number	380 to 2,100	count
`next_day_up_pct`	number	48.3 to 54.5	percent
`any_day_up_pct`	number	every row is 52.8	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 2026-09-25, 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 marked AS
(
    SELECT
        multiIf(
            least(o, c) - l >= 2 * abs(c - o) AND h - greatest(o, c) <= 0.25 * (h - l),
                'Hammer',
            prev_c < prev_o AND c > o AND c >= prev_o AND o <= prev_c,
                'Bullish engulfing',
            prev_c < prev_o AND o < prev_c AND c < prev_o
                AND c > prev_c + (prev_o - prev_c) / 2,
                'Piercing line',
            'Ordinary day')  AS pattern,
        if(next_c > c, 1, 0) AS next_up
    FROM
    (
        SELECT
            toFloat64(open)               AS o,
            toFloat64(high)               AS h,
            toFloat64(low)                AS l,
            toFloat64(close)              AS c,
            lagInFrame(toFloat64(open))   OVER back AS prev_o,
            lagInFrame(toFloat64(close))  OVER back AS prev_c,
            leadInFrame(toFloat64(close)) OVER fwd  AS next_c
        FROM global_markets.stocks_daily_aggs
        WHERE ticker IN ('AAPL','MSFT','NVDA','JPM','JNJ','KO','PG','WMT','XOM','HD')
          AND date >= '2016-01-01'
          AND date <= '2025-12-31'
        WINDOW
            back AS (PARTITION BY ticker ORDER BY date
                     ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW),
            fwd  AS (PARTITION BY ticker ORDER BY date
                     ROWS BETWEEN CURRENT ROW AND UNBOUNDED FOLLOWING)
    )
    WHERE h > l AND prev_c > 0 AND next_c > 0
)
SELECT
    m.pattern                      AS pattern,
    count()                        AS signal_count,
    round(100 * avg(m.next_up), 1) AS next_day_up_pct,
    any(b.base_up_pct)             AS any_day_up_pct
FROM marked AS m
CROSS JOIN
(
    SELECT round(100 * avg(next_up), 1) AS base_up_pct
    FROM marked
) AS b
WHERE m.pattern != 'Ordinary day'
GROUP BY m.pattern
ORDER BY multiIf(m.pattern = 'Hammer', 1, m.pattern = 'Bullish engulfing', 2, 3)

SQL to run

WITH marked AS
(
    SELECT
        multiIf(
            least(o, c) - l >= 2 * abs(c - o) AND h - greatest(o, c) <= 0.25 * (h - l),
                'Hammer',
            prev_c < prev_o AND c > o AND c >= prev_o AND o <= prev_c,
                'Bullish engulfing',
            prev_c < prev_o AND o < prev_c AND c < prev_o
                AND c > prev_c + (prev_o - prev_c) / 2,
                'Piercing line',
            'Ordinary day')  AS pattern,
        if(next_c > c, 1, 0) AS next_up
    FROM
    (
        SELECT
            toFloat64(open)               AS o,
            toFloat64(high)               AS h,
            toFloat64(low)                AS l,
            toFloat64(close)              AS c,
            lagInFrame(toFloat64(open))   OVER back AS prev_o,
            lagInFrame(toFloat64(close))  OVER back AS prev_c,
            leadInFrame(toFloat64(close)) OVER fwd  AS next_c
        FROM global_markets.stocks_daily_aggs
        WHERE ticker IN ('AAPL','MSFT','NVDA','JPM','JNJ','KO','PG','WMT','XOM','HD')
          AND date >= '2016-01-01'
          AND date <= '2025-12-31'
        WINDOW
            back AS (PARTITION BY ticker ORDER BY date
                     ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW),
            fwd  AS (PARTITION BY ticker ORDER BY date
                     ROWS BETWEEN CURRENT ROW AND UNBOUNDED FOLLOWING)
    )
    WHERE h > l AND prev_c > 0 AND next_c > 0
)
SELECT
    m.pattern                      AS pattern,
    count()                        AS signal_count,
    round(100 * avg(m.next_up), 1) AS next_day_up_pct,
    any(b.base_up_pct)             AS any_day_up_pct
FROM marked AS m
CROSS JOIN
(
    SELECT round(100 * avg(next_up), 1) AS base_up_pct
    FROM marked
) AS b
WHERE m.pattern != 'Ordinary day'
GROUP BY m.pattern
ORDER BY multiIf(m.pattern = 'Hammer', 1, m.pattern = 'Bullish engulfing', 2, 3)

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