drawdown
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 crypto-covered-call-etfs.
| month | mstr_below_peak_pct | coin_below_peak_pct |
|---|---|---|
| 2024-09-01 | 58.3 | 52.8 |
| 2024-10-01 | 39.5 | 52.5 |
| 2024-11-01 | 4.1 | 21.6 |
| 2024-12-01 | 28.4 | 34.3 |
| 2025-01-01 | 17.2 | 22.9 |
| 2025-02-01 | 36.8 | 42.9 |
| 2025-03-01 | 28.7 | 54.4 |
| 2025-04-01 | 6 | 46.3 |
| 2025-05-01 | 8.7 | 34.7 |
| 2025-06-01 | 0 | 7.2 |
| 2025-07-01 | 0.6 | 0 |
| 2025-08-01 | 17.3 | 19.4 |
| 2025-09-01 | 20.3 | 10.7 |
| 2025-10-01 | 33.3 | 9 |
| 2025-11-01 | 56.2 | 27.8 |
| 2025-12-01 | 62.4 | 40.1 |
| 2026-01-01 | 63 | 48.4 |
| 2026-02-01 | 68 | 53.4 |
| 2026-03-01 | 69.1 | 53.8 |
| 2026-04-01 | 59.1 | 50.3 |
| 2026-05-01 | 60.6 | 50 |
| 2026-06-01 | 78.5 | 61.3 |
| 2026-07-01 | 76.9 | 61.3 |
| 2026-08-01 | 67.1 | 50.2 |
- Rows × columns
- 24 × 3
- Period covered
- to
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
month |
date | 2024-09-01 to 2026-08-01 | |
mstr_below_peak_pct |
number | 0 to 78.5 | percent |
coin_below_peak_pct |
number | 0 to 61.3 | 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 monthly AS
(
SELECT
ticker,
toStartOfMonth(date) AS m,
argMax(toFloat64(close), date) AS month_close
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('MSTR', 'COIN')
AND date >= toStartOfMonth(today() - 730)
AND date < toStartOfMonth(today())
GROUP BY ticker, m
),
peaks AS
(
SELECT ticker, max(month_close) AS peak_close
FROM monthly
GROUP BY ticker
)
SELECT
toString(mo.m) AS month,
round(avgIf((1 - mo.month_close / pk.peak_close) * 100, mo.ticker = 'MSTR'), 1) AS mstr_below_peak_pct,
round(avgIf((1 - mo.month_close / pk.peak_close) * 100, mo.ticker = 'COIN'), 1) AS coin_below_peak_pct
FROM monthly AS mo
INNER JOIN peaks AS pk ON pk.ticker = mo.ticker
GROUP BY month
HAVING countIf(mo.ticker = 'MSTR') > 0
AND countIf(mo.ticker = 'COIN') > 0
ORDER BY month
Work with this data in your AI assistant
Opens ready to query, with this page's data. Free, no account.