reset_math
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 2026-09-22, from leveraged-etf-rebalancing-and-the-close.
| session_date | move_label | direction | abs_move_pct | trade_2x_pct_of_assets | trade_3x_pct_of_assets |
|---|---|---|---|---|---|
| 2025-04-09 | April 9, 2025 | higher | 12 | 24 | 72 |
| 2025-04-04 | April 4, 2025 | lower | 6.21 | 12.42 | 37.26 |
| 2025-04-03 | April 3, 2025 | lower | 5.35 | 10.7 | 32.1 |
| 2025-04-10 | April 10, 2025 | lower | 4.25 | 8.5 | 25.5 |
| 2025-05-12 | May 12, 2025 | higher | 4.07 | 8.14 | 24.42 |
| 2025-03-10 | March 10, 2025 | lower | 3.88 | 7.76 | 23.28 |
| 2025-10-10 | October 10, 2025 | lower | 3.47 | 6.94 | 20.82 |
| 2025-04-16 | April 16, 2025 | lower | 3.02 | 6.04 | 18.12 |
| 2025-01-27 | January 27, 2025 | lower | 2.91 | 5.82 | 17.46 |
| 2025-04-24 | April 24, 2025 | higher | 2.81 | 5.62 | 16.86 |
| 2025-02-27 | February 27, 2025 | lower | 2.78 | 5.56 | 16.68 |
| 2025-03-06 | March 6, 2025 | lower | 2.75 | 5.5 | 16.5 |
- Rows × columns
- 12 × 6
- Period covered
- to
- 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 |
|---|---|---|---|
session_date |
date | 2025-01-27 to 2025-10-10 | |
move_label |
text | 12 distinct values | |
direction |
text | 2 distinct values (higher, lower) | |
abs_move_pct |
number | 2.75 to 12 | percent |
trade_2x_pct_of_assets |
number | 5.5 to 24 | percent |
trade_3x_pct_of_assets |
number | 16.5 to 72 | 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
toString(date) AS session_date,
concat(monthName(date), ' ', toString(toDayOfMonth(date)), ', ', toString(toYear(date))) AS move_label,
if(move_pct >= 0, 'higher', 'lower') AS direction,
abs(move_pct) AS abs_move_pct,
round(abs(move_pct) * 2, 2) AS trade_2x_pct_of_assets,
round(abs(move_pct) * 6, 2) AS trade_3x_pct_of_assets
FROM
(
SELECT
date,
round(100 * (close_px / lagInFrame(close_px)
OVER (ORDER BY date ASC ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) - 1), 2) AS move_pct
FROM
(
SELECT
date,
max(toFloat64(close)) AS close_px
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'QQQ'
AND date >= '2024-12-16'
AND date <= '2025-12-31'
GROUP BY date
)
)
WHERE date >= '2025-01-02'
ORDER BY abs_move_pct DESC
LIMIT 12