trace_april
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 2026-09-20, from how-inverse-etfs-work.
| session_date | day_label | soxx_indexed | soxs_indexed | naive_minus3x_indexed |
|---|---|---|---|---|
| 2025-04-01 | 4月1日 | 100 | 100 | 100 |
| 2025-04-02 | 4月2日 | 100.6 | 97.9 | 98.1 |
| 2025-04-03 | 4月3日 | 90.5 | 127.1 | 128.5 |
| 2025-04-04 | 4月4日 | 83.7 | 157.2 | 148.8 |
| 2025-04-07 | 4月7日 | 85.7 | 146.2 | 143 |
| 2025-04-08 | 4月8日 | 82.3 | 162.4 | 153.2 |
| 2025-04-09 | 4月9日 | 97.5 | 71.5 | 107.4 |
| 2025-04-10 | 4月10日 | 89.6 | 87.9 | 131.3 |
| 2025-04-11 | 4月11日 | 91.5 | 82.4 | 125.5 |
| 2025-04-14 | 4月14日 | 92.1 | 80.9 | 123.7 |
| 2025-04-15 | 4月15日 | 92.5 | 79.7 | 122.6 |
| 2025-04-16 | 4月16日 | 88.9 | 89.1 | 133.3 |
| 2025-04-17 | 4月17日 | 88.5 | 90.7 | 134.6 |
| 2025-04-21 | 4月21日 | 86.9 | 95.5 | 139.2 |
| 2025-04-22 | 4月22日 | 88.6 | 90.1 | 134.2 |
| 2025-04-23 | 4月23日 | 91.9 | 79.8 | 124.2 |
| 2025-04-24 | 4月24日 | 97.2 | 65.9 | 108.3 |
| 2025-04-25 | 4月25日 | 98.2 | 64.2 | 105.5 |
| 2025-04-28 | 4月28日 | 98 | 64.6 | 106 |
| 2025-04-29 | 4月29日 | 96.9 | 66.7 | 109.2 |
| 2025-04-30 | 4月30日 | 97.6 | 65.1 | 107.1 |
- Rows × columns
- 21 × 5
- 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 |
|---|---|---|---|
session_date |
date | 2025-04-01 to 2025-04-30 | |
day_label |
text | 21 distinct values (4月10日, 4月11日, 4月14日…) | |
soxx_indexed |
number | 82.3 to 100.6 | |
soxs_indexed |
number | 64.2 to 162.4 | |
naive_minus3x_indexed |
number | 98.1 to 153.2 |
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
(
SELECT toFloat64(argMin(close, date))
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'SOXX' AND date >= '2025-04-01' AND date < '2025-05-01'
) AS soxx_base,
(
SELECT toFloat64(argMin(close, date))
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'SOXS' AND date >= '2025-04-01' AND date < '2025-05-01'
) AS soxs_base
SELECT
toString(date) AS session_date,
concat(toString(toMonth(date)), '月', toString(toDayOfMonth(date)), '日') AS day_label,
round(toFloat64(anyIf(close, ticker = 'SOXX')) / soxx_base * 100, 1) AS soxx_indexed,
round(toFloat64(anyIf(close, ticker = 'SOXS')) / soxs_base * 100, 1) AS soxs_indexed,
round((1 - 3 * (toFloat64(anyIf(close, ticker = 'SOXX')) / soxx_base - 1)) * 100, 1) AS naive_minus3x_indexed
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('SOXX', 'SOXS')
AND date >= '2025-04-01'
AND date < '2025-05-01'
GROUP BY date
ORDER BY date