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.
| win_rate_pct | pct_run_of_5 | pct_run_of_8 | pct_run_of_10 |
|---|---|---|---|
| 75% | 13.444 | 0.221 | 0.014 |
| 70% | 28.627 | 0.885 | 0.079 |
| 65% | 49.528 | 2.796 | 0.343 |
| 60% | 71.371 | 7.356 | 1.199 |
| 55% | 87.969 | 16.527 | 3.535 |
- Rows × columns
- 5 × 4
- 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 |
|---|---|---|---|
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.
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 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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