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.
| ticker | rule_201_trigger_days | session_count | trigger_rate_pct |
|---|---|---|---|
| PLTR | 12 | 499 | 2.4 |
| AMD | 9 | 499 | 1.8 |
| TSLA | 9 | 499 | 1.8 |
| NVDA | 4 | 499 | 0.8 |
| AAPL | 2 | 499 | 0.4 |
| MSFT | 1 | 499 | 0.2 |
- Rows × columns
- 6 × 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 |
|---|---|---|---|
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.
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 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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