vwap_cross
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 2026-10-09, from day-trading-strategies-explained.
| ticker | crossed_vwap_pct | closed_above_vwap_pct |
|---|---|---|
| KO | 73.2 | 46 |
| SPY | 72.1 | 56.9 |
| MSFT | 70.7 | 47.8 |
| NVDA | 70.7 | 46.7 |
| AAPL | 69.9 | 56.2 |
| AMD | 68.1 | 56.2 |
- Rows × columns
- 6 × 3
- 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 |
|---|---|---|---|
ticker |
text | 6 distinct values (AAPL, AMD, KO…) | |
crossed_vwap_pct |
number | 68.1 to 73.2 | percent |
closed_above_vwap_pct |
number | 46 to 56.9 | 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 dedup AS (
SELECT
ticker,
date,
toFloat64(any(open)) AS o,
toFloat64(any(close)) AS c,
toFloat64(any(vwap)) AS vw
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO', 'AMD')
AND date >= today() - 400
AND date < today()
GROUP BY ticker, date
)
SELECT
ticker,
round(100 * countIf((o > vw AND c < vw) OR (o < vw AND c > vw)) / count(), 1) AS crossed_vwap_pct,
round(100 * countIf(c > vw) / count(), 1) AS closed_above_vwap_pct
FROM dedup
WHERE vw > 0 AND o > 0
GROUP BY ticker
ORDER BY crossed_vwap_pct DESC
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