Sixteen weeks after the low: weekly lows, closes, and the running minimum

Name: Sixteen weeks after the low: weekly lows, closes, and the running minimum
Creator: Strasmore
Published: 2026-07-26
License: https://www.strasmore.com/terms/

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 2026-07-26, from March 9, 2009: The Bottom, On the Tape.

as of 2026-07-26 ranking 16×4read in context →

Sixteen weeks after the low: weekly lows, closes, and the running minimum — 16 rows by 4 columns, computed 2026-07-26 from US exchange, SIP and OPRA data.
week_of	week_low	week_close	lowest_low_after_mar9
2009-03-09	69.37	76.09	69.37
2009-03-16	75.45	76.71	69.37
2009-03-23	78.31	81.62	69.37
2009-03-30	77.96	84.25	69.37
2009-04-06	81.51	85.82	69.37
2009-04-13	83.61	87.11	69.37
2009-04-20	82.75	86.65	69.37
2009-04-27	84.76	87.87	69.37
2009-05-04	88.38	93.04	69.37
2009-05-11	88.15	88.7	69.37
2009-05-18	88.26	89.06	69.37
2009-05-25	88.32	92.65	69.37
2009-06-01	87.53	94.53	69.37
2009-06-08	93.04	95.12	69.37
2009-06-15	90.83	91.97	69.37
2009-06-22	88.85	91.78	69.37

Rows × columns: 16 × 4
Period covered: 2009-03-09 to 2009-06-22
Computed: 2026-07-26
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 Sixteen weeks after the low: weekly lows, closes, and the running minimum, derived from the stored result.
Column	Type	Range	Notes
`week_of`	date	2009-03-09 to 2009-06-22
`week_low`	number	69.37 to 93.04	US dollars
`week_close`	number	76.09 to 95.12	US dollars
`lowest_low_after_mar9`	number	every row is 69.37	US dollars

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 2026-07-26, and the query below is what returned them.

the exact SQL behind every number

WITH daily AS (
    SELECT
        toDate(toTimeZone(window_start, 'America/New_York')) AS et_date,
        minIf(toFloat64(low), (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959) AS day_low,
        argMaxIf(toFloat64(close), window_start, (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959) AS day_close
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= toDateTime('2009-03-10 04:00:00') AND window_start < toDateTime('2009-06-27 00:00:00')
    GROUP BY et_date
)
SELECT
    week_of,
    week_low,
    week_close,
    round(min(week_low) OVER (), 2) AS lowest_low_after_mar9
FROM (
    SELECT
        toString(toMonday(et_date)) AS week_of,
        round(min(day_low), 2) AS week_low,
        round(argMax(day_close, et_date), 2) AS week_close
    FROM daily
    GROUP BY week_of
)
ORDER BY week_of

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