STRASMORE/EXPLORE 2,173 QUERIES

Chance of at least one losing streak of five, eight or ten in a 200 trade series

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.

as of ranking 5×4read in context →
Chance of at least one losing streak of five, eight or ten in a 200 trade series — 5 rows by 4 columns, computed from US exchange, SIP and OPRA data.
win_rate_pctpct_run_of_5pct_run_of_8pct_run_of_10
75%13.4440.2210.014
70%28.6270.8850.079
65%49.5282.7960.343
60%71.3717.3561.199
55%87.96916.5273.535
Rows × columns
5 × 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 Chance of at least one losing streak of five, eight or ten in a 200 trade series, derived from the stored result.
ColumnTypeRangeNotes
win_rate_pct text 5 distinct values (55%, 60%, 65%…)
pct_run_of_5 number 13.444 to 87.969 percent
pct_run_of_8 number 0.221 to 16.527 percent
pct_run_of_10 number 0.014 to 3.535 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 200 AS n_trades
SELECT
    concat(toString(toUInt8(round(win_rate * 100))), '%') AS win_rate_pct,
    round(100 * (1 - arraySum(arrayFold(
        (run_mass, trade) -> arrayPushFront(
            arrayMap(mass -> mass * (1 - win_rate), arrayPopBack(run_mass)),
            win_rate * arraySum(run_mass)),
        range(n_trades),
        [1.0, 0.0, 0.0, 0.0, 0.0]))), 3) AS pct_run_of_5,
    round(100 * (1 - arraySum(arrayFold(
        (run_mass, trade) -> arrayPushFront(
            arrayMap(mass -> mass * (1 - win_rate), arrayPopBack(run_mass)),
            win_rate * arraySum(run_mass)),
        range(n_trades),
        [1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0]))), 3) AS pct_run_of_8,
    round(100 * (1 - arraySum(arrayFold(
        (run_mass, trade) -> arrayPushFront(
            arrayMap(mass -> mass * (1 - win_rate), arrayPopBack(run_mass)),
            win_rate * arraySum(run_mass)),
        range(n_trades),
        [1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0]))), 3) AS pct_run_of_10
FROM
(
    SELECT arrayJoin([0.75, 0.70, 0.65, 0.60, 0.55]) AS win_rate
)
ORDER BY win_rate DESC

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