How long the worst losing run of a 200 trade series usually is, at a 70 percent win rate
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 2026-08-17, from How Long a Losing Streak Is Normal.
| longest_losing_run | pct_of_series_exactly | pct_of_series_at_least |
|---|---|---|
| 2 losses | 1.79 | 100 |
| 3 losses | 29.91 | 98.21 |
| 4 losses | 39.67 | 68.3 |
| 5 losses | 19.11 | 28.63 |
| 6 losses | 6.59 | 9.52 |
| 7 losses | 2.05 | 2.94 |
| 8 losses | 0.62 | 0.88 |
- Rows × columns
- 7 × 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 |
|---|---|---|---|
longest_losing_run |
text | 7 distinct values (2 losses, 3 losses, 4 losses…) | |
pct_of_series_exactly |
number | 0.62 to 39.67 | percent |
pct_of_series_at_least |
number | 0.88 to 100 | 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.
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SELECT
concat(toString(run_length), ' losses') AS longest_losing_run,
round(100 * (no_run_of_longer - no_run_of_this), 2) AS pct_of_series_exactly,
round(100 * (1 - no_run_of_this), 2) AS pct_of_series_at_least
FROM
(
SELECT
run_length,
arraySum(arrayFold(
(run_mass, trade) -> arrayPushFront(
arrayMap(mass -> mass * 0.30, arrayPopBack(run_mass)),
0.70 * arraySum(run_mass)),
range(200),
arrayMap(slot -> if(slot = 0, 1.0, 0.0), range(run_length)))) AS no_run_of_this,
arraySum(arrayFold(
(run_mass, trade) -> arrayPushFront(
arrayMap(mass -> mass * 0.30, arrayPopBack(run_mass)),
0.70 * arraySum(run_mass)),
range(200),
arrayMap(slot -> if(slot = 0, 1.0, 0.0), range(run_length + 1)))) AS no_run_of_longer
FROM
(
SELECT arrayJoin([2, 3, 4, 5, 6, 7, 8]) AS run_length
)
)
ORDER BY run_length
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