Share of session volume printed in the closing cross, July to December 2025
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 2026-09-28, from Leveraged ETF Rebalancing Into the Close.
| ticker | fund_type | closing_print_share_pct | closing_stretch_share_pct |
|---|---|---|---|
| SPXL | daily reset fund | 3.21 | 18.07 |
| UPRO | daily reset fund | 3.07 | 18.78 |
| XLK | plain index fund | 2.54 | 18.35 |
| SOXL | daily reset fund | 2.13 | 14.02 |
| SPY | plain index fund | 1.85 | 19.59 |
| QQQ | plain index fund | 1.26 | 14.13 |
| TQQQ | daily reset fund | 0.36 | 9.53 |
| SQQQ | daily reset fund | 0.17 | 9.3 |
- Rows × columns
- 8 × 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 | 8 distinct values (QQQ, SOXL, SPXL…) | |
fund_type |
text | 2 distinct values (daily reset fund, plain index fund) | |
closing_print_share_pct |
number | 0.17 to 3.21 | percent |
closing_stretch_share_pct |
number | 9.3 to 19.59 | 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.
SELECT
b.ticker AS ticker,
multiIf(b.ticker IN ('TQQQ', 'SQQQ', 'SOXL', 'SPXL', 'UPRO'),
'daily reset fund', 'plain index fund') AS fund_type,
round(100 * sum(p.closing_print) / sum(b.session_shares + p.closing_print), 2) AS closing_print_share_pct,
round(100 * sum(b.stretch_shares + p.closing_print) / sum(b.session_shares + p.closing_print), 2) AS closing_stretch_share_pct
FROM
(
SELECT
ticker,
d,
sum(v) AS session_shares,
sumIf(v, et_minute >= 930) AS stretch_shares
FROM
(
SELECT
ticker,
toDate(toTimeZone(window_start, 'America/New_York')) AS d,
toFloat64(volume) AS v,
toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York')) AS et_minute
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('TQQQ', 'SQQQ', 'SOXL', 'SPXL', 'UPRO', 'QQQ', 'SPY', 'XLK')
AND window_start >= '2025-07-01 04:00:00'
AND window_start < '2026-01-01 05:00:00'
)
WHERE et_minute >= 570
AND et_minute <= 959
GROUP BY ticker, d
) AS b
INNER JOIN
(
SELECT
ticker,
toDate(toTimeZone(sip_timestamp, 'America/New_York')) AS d,
toFloat64(maxIf(size, has(conditions, 8))) AS closing_print
FROM global_markets.stocks_trades
WHERE ticker IN ('TQQQ', 'SQQQ', 'SOXL', 'SPXL', 'UPRO', 'QQQ', 'SPY', 'XLK')
AND sip_timestamp >= '2025-07-01 04:00:00'
AND sip_timestamp < '2026-01-01 05:00:00'
AND toHour(toTimeZone(sip_timestamp, 'America/New_York')) = 16
AND toMinute(toTimeZone(sip_timestamp, 'America/New_York')) < 10
GROUP BY ticker, d
HAVING countIf(has(conditions, 8)) > 0
) AS p ON p.ticker = b.ticker AND p.d = b.d
GROUP BY ticker
ORDER BY closing_print_share_pct DESC
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