STRASMORE/EXPLORE 2,236 QUERIES

Sessions with a 10%+ drop from the prior close, September 2024 through August 2026

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 2026-09-14, from How to Short a Stock, Step by Step.

as of ranking 6×4read in context →
Sessions with a 10%+ drop from the prior close, September 2024 through August 2026 — 6 rows by 4 columns, computed from US exchange, SIP and OPRA data.
tickerrule_201_trigger_dayssession_counttrigger_rate_pct
PLTR124992.4
AMD94991.8
TSLA94991.8
NVDA44990.8
AAPL24990.4
MSFT14990.2
Rows × columns
6 × 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 Sessions with a 10%+ drop from the prior close, September 2024 through August 2026, derived from the stored result.
ColumnTypeRangeNotes
ticker text 6 distinct values (AAPL, AMD, MSFT…)
rule_201_trigger_days number 1 to 12
session_count number every row is 499 count
trigger_rate_pct number 0.2 to 2.4 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 daily AS
(
    SELECT
        ticker,
        date,
        toFloat64(min(low))   AS session_low,
        toFloat64(any(close)) AS session_close
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'TSLA', 'AMD', 'PLTR')
      AND date >= '2024-09-01'
      AND date <  '2026-09-01'
      AND low > 0
    GROUP BY ticker, date
),
with_prior AS
(
    SELECT
        ticker,
        session_low,
        lagInFrame(session_close, 1) OVER (PARTITION BY ticker ORDER BY date ROWS BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING) AS prior_close
    FROM daily
)
SELECT
    ticker,
    countIf(session_low <= prior_close * 0.9)                           AS rule_201_trigger_days,
    count()                                                             AS session_count,
    round(100 * countIf(session_low <= prior_close * 0.9) / count(), 2) AS trigger_rate_pct
FROM with_prior
WHERE prior_close > 0
GROUP BY ticker
ORDER BY rule_201_trigger_days DESC, ticker

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