{"slug":"can-you-make-1000-a-day-day-trading","qid":"move_pctiles","label":"Absolute close-to-close move, 2021 to 2025","post_title":"Can You Make $1,000 a Day Day Trading?","post_url":"/blog/can-you-make-1000-a-day-day-trading#q-move_pctiles","columns":["ticker","median_move_pct","p75_move_pct","p90_move_pct","share_move_over_4_pct"],"rows":[{"ticker":"SPY","median_move_pct":0.57,"p75_move_pct":1.07,"p90_move_pct":1.65,"share_move_over_4_pct":0.6},{"ticker":"QQQ","median_move_pct":0.77,"p75_move_pct":1.47,"p90_move_pct":2.31,"share_move_over_4_pct":1.3},{"ticker":"NVDA","median_move_pct":1.88,"p75_move_pct":3.39,"p90_move_pct":5.14,"share_move_over_4_pct":18},{"ticker":"TSLA","median_move_pct":2.08,"p75_move_pct":3.93,"p90_move_pct":6.05,"share_move_over_4_pct":24.4}],"shape":"table","sql":"WITH\n    bars AS\n    (\n        SELECT\n            ticker,\n            date,\n            toFloat64(argMax(close, _ingest_time)) AS close_px\n        FROM global_markets.stocks_daily_aggs\n        WHERE ticker IN ('SPY', 'QQQ', 'NVDA', 'TSLA')\n          AND date >= '2020-12-01'\n          AND date <  '2026-01-01'\n        GROUP BY ticker, date\n    ),\n    moves AS\n    (\n        SELECT\n            ticker,\n            date,\n            close_px,\n            lagInFrame(close_px, 1) OVER (PARTITION BY ticker ORDER BY date ROWS BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING) AS prev_close_px\n        FROM bars\n    )\nSELECT\n    ticker,\n    round(quantileExact(0.5)(abs_move_pct), 2)           AS median_move_pct,\n    round(quantileExact(0.75)(abs_move_pct), 2)          AS p75_move_pct,\n    round(quantileExact(0.9)(abs_move_pct), 2)           AS p90_move_pct,\n    round(countIf(abs_move_pct >= 4) / count() * 100, 1) AS share_move_over_4_pct\nFROM\n(\n    SELECT\n        ticker,\n        date,\n        abs(close_px / prev_close_px - 1) * 100 AS abs_move_pct\n    FROM moves\n    WHERE prev_close_px > 0\n      AND date >= '2021-01-01'\n      AND (toString(ticker), toDate(date)) NOT IN\n      (\n          SELECT toString(ticker), toDate(execution_date)\n          FROM global_markets.stocks_splits\n      )\n)\nGROUP BY ticker\nORDER BY indexOf(['SPY', 'QQQ', 'NVDA', 'TSLA'], ticker)","computed_at":"2026-09-19T15:24:50.278416+00:00","elapsed":0.009423533}