What the market does between the month-end as-of date and a third-week release

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('2024-11-01 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
),
reference_month AS
(
    SELECT
        toStartOfMonth(d) AS m,
        max(d)            AS as_of,
        argMax(px, d)     AS as_of_close
    FROM daily
    GROUP BY m
),
release AS
(
    SELECT
        m,
        as_of,
        as_of_close,
        addDays(toStartOfMonth(addMonths(m, 1)), 19) AS release_day
    FROM reference_month
)
SELECT
    formatDateTime(r.m, '%Y-%m')                    AS month,
    any(formatDateTime(r.as_of, '%b %e'))           AS as_of_label,
    any(formatDateTime(r.release_day, '%b %e'))     AS release_label,
    count()                                         AS sessions_count,
    round(100 * (toFloat64(argMax(d.px, d.d))
                 / toFloat64(any(r.as_of_close)) - 1), 2) AS spy_change_pct
FROM release AS r
CROSS JOIN daily AS d
WHERE d.d > r.as_of
  AND d.d <= r.release_day
  AND r.release_day < today()
GROUP BY r.m
ORDER BY r.m