STRASMORE/EXPLORE 2,433 QUERIES

yearly

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 2026-09-20, from bullish-vs-bearish-meaning.

as of ranking 24×4read in context →
yearly — 24 rows by 4 columns, computed from US exchange, SIP and OPRA data.
yearup_day_pctdown_day_pctyear_move_pct
200849.850.2-38.3
20224356.6-19.5
201852.646.6-6.3
20154852-0.8
201152.847.2-0.2
20055444.83
200754.6453.2
200455.643.38.6
200360.339.79.1
20165445.69.6
201458.341.711.3
202651.448.611.7
201056.343.712.8
201255.244.413.5
200654.645.413.7
202057.742.316.2
202556.843.216.4
201756.243.419.4
202458.741.323.3
200954.845.223.5
20235643.624.3
202157.942.127
201959.140.928.8
201357.541.729.7
Rows × columns
24 × 4
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 yearly, derived from the stored result.
ColumnTypeRangeNotes
year number 2,003 to 2,026
up_day_pct number 43 to 60.3 percent
down_day_pct number 39.7 to 56.6 percent
year_move_pct number -38.3 to 29.7 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 bars AS
(
    SELECT
        date,
        toFloat64(any(close)) AS close_price
    FROM global_markets.stocks_daily_aggs
    WHERE ticker = 'SPY'
      AND close > 0
    GROUP BY date
),
moves AS
(
    SELECT
        date,
        close_price,
        lagInFrame(close_price, 1) OVER (ORDER BY date ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS prev_close
    FROM bars
)
SELECT
    toYear(date)                                                                  AS year,
    round(100 * countIf(close_price > prev_close) / count(), 1)                   AS up_day_pct,
    round(100 * countIf(close_price < prev_close) / count(), 1)                   AS down_day_pct,
    round(100 * (argMax(close_price, date) / argMin(prev_close, date) - 1), 1)    AS year_move_pct
FROM moves
WHERE prev_close > 0
GROUP BY year
ORDER BY year_move_pct ASC
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