STRASMORE/EXPLORE 2,469 QUERIES

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.

as of series 12×6read in context →
reset_math — 12 rows by 6 columns, computed from US exchange, SIP and OPRA data.
session_datemove_labeldirectionabs_move_pcttrade_2x_pct_of_assetstrade_3x_pct_of_assets
2025-04-09April 9, 2025higher122472
2025-04-04April 4, 2025lower6.2112.4237.26
2025-04-03April 3, 2025lower5.3510.732.1
2025-04-10April 10, 2025lower4.258.525.5
2025-05-12May 12, 2025higher4.078.1424.42
2025-03-10March 10, 2025lower3.887.7623.28
2025-10-10October 10, 2025lower3.476.9420.82
2025-04-16April 16, 2025lower3.026.0418.12
2025-01-27January 27, 2025lower2.915.8217.46
2025-04-24April 24, 2025higher2.815.6216.86
2025-02-27February 27, 2025lower2.785.5616.68
2025-03-06March 6, 2025lower2.755.516.5
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
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for reset_math, derived from the stored result.
ColumnTypeRangeNotes
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
⌘/Ctrl + Enter
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