STRASMORE/EXPLORE 2,170 QUERIES

Month-end closes that set a new high for the window, by year (SPY)

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 2026-08-22, from FINRA Margin Debt Statistics, Explained.

as of ranking 21×4read in context →
Month-end closes that set a new high for the window, by year (SPY) — 21 rows by 4 columns, computed from US exchange, SIP and OPRA data.
yearcloses_observednew_highscumulative_share_pct
200612866.7
200712450
200812033.3
200912025
201012020
201112016.7
201212014.3
201312719.8
201412825
201512224.2
201612425
2017121130.6
201812330.1
201912531
202012431.1
202112933.9
202212031.9
202312130.6
202412932.9
202512633.8
20268434.3
Rows × columns
21 × 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 Month-end closes that set a new high for the window, by year (SPY), derived from the stored result.
ColumnTypeRangeNotes
year text 21 distinct values (2006, 2007, 2008…)
closes_observed number 8 to 12
new_highs number 0 to 11
cumulative_share_pct number 14.3 to 66.7 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.

the exact SQL behind every number
WITH daily AS
(
    SELECT
        toDate(toTimeZone(window_start, 'America/New_York')) AS d,
        argMax(close, window_start)                          AS px
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= toDateTime('2006-01-01 00:00:00')
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) < 960
    GROUP BY d
),
month_close AS
(
    SELECT
        toStartOfMonth(d)          AS m,
        toFloat64(argMax(px, d))   AS close_px
    FROM daily
    GROUP BY m
),
peaks AS
(
    SELECT
        m,
        close_px,
        max(close_px) OVER (ORDER BY m ASC
            ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS running_peak
    FROM month_close
),
per_year AS
(
    SELECT
        toYear(m)                         AS y,
        count()                           AS closes_observed,
        countIf(close_px >= running_peak) AS new_highs
    FROM peaks
    GROUP BY y
)
SELECT
    toString(y)      AS year,
    closes_observed,
    new_highs,
    round(100 * sum(new_highs) OVER (ORDER BY y ASC
              ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW)
              / sum(closes_observed) OVER (ORDER BY y ASC
              ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW), 1) AS cumulative_share_pct
FROM per_year
ORDER BY y

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