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Best and worst 21-session moves since 2021

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 2026-10-06, from Is a Covered Put Actually Covered?.

as of ranking 6×3read in context →
Best and worst 21-session moves since 2021 — 6 rows by 3 columns, computed from US exchange, SIP and OPRA data.
tickerbest_21d_gain_pctworst_21d_drop_pct
F42.530.2
XOM32.118.1
MSFT31.418.5
AAPL22.424.2
KO1712.8
SPY15.413.2
Rows × columns
6 × 3
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 Best and worst 21-session moves since 2021, derived from the stored result.
ColumnTypeRangeNotes
ticker text 6 distinct values (AAPL, F, KO…)
best_21d_gain_pct number 15.4 to 42.5 percent
worst_21d_drop_pct number 12.8 to 30.2 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 ranked AS
(
    SELECT
        ticker,
        date,
        toFloat64(close) AS c,
        row_number() OVER (PARTITION BY ticker ORDER BY date) AS n
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('AAPL', 'MSFT', 'KO', 'SPY', 'XOM', 'F')
      AND date >= '2021-01-01'
      AND date <  '2026-10-01'
)
SELECT
    a.ticker                                 AS ticker,
    round((max(b.c / a.c) - 1) * 100, 1)     AS best_21d_gain_pct,
    round(abs(min(b.c / a.c) - 1) * 100, 1)  AS worst_21d_drop_pct
FROM ranked AS a
INNER JOIN ranked AS b ON b.ticker = a.ticker AND b.n = a.n + 21
GROUP BY a.ticker
ORDER BY best_21d_gain_pct DESC
⌘/Ctrl + Enter

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