Peak to trough to round trip: the whole crisis in one row
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.
peak close
156.41
peak date
2007-10-09
trough close
68.07
trough date
2009-03-09
decline pct
-56.5
recovered date
2013-03-14
- Rows × columns
- 1 × 6
- Period covered
- 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 |
|---|---|---|---|
peak_close |
number | every row is 156.41 | US dollars |
peak_date |
date | 2007-10-09 | |
trough_close |
number | every row is 68.07 | US dollars |
trough_date |
date | 2009-03-09 | |
decline_pct |
number | every row is -56.5 | percent |
recovered_date |
date | 2013-03-14 |
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.
the exact SQL behind every number
WITH daily AS (
SELECT
toDate(toTimeZone(window_start, 'America/New_York')) AS et_date,
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 close_usd
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= toDateTime('2007-01-02 00:00:00') AND window_start < toDateTime('2013-07-01 00:00:00')
GROUP BY et_date
),
(SELECT max(close_usd) FROM daily WHERE et_date < toDate('2008-01-01')) AS peak_close_usd
SELECT
round(peak_close_usd, 2) AS peak_close,
toString(argMaxIf(et_date, (close_usd, et_date), et_date < toDate('2008-01-01'))) AS peak_date,
round(minIf(close_usd, et_date BETWEEN toDate('2008-07-01') AND toDate('2009-06-30')), 2) AS trough_close,
toString(argMinIf(et_date, (close_usd, et_date), et_date BETWEEN toDate('2008-07-01') AND toDate('2009-06-30'))) AS trough_date,
round((minIf(close_usd, et_date BETWEEN toDate('2008-07-01') AND toDate('2009-06-30')) / peak_close_usd - 1) * 100, 1) AS decline_pct,
toString(minIf(et_date, et_date > toDate('2009-03-09') AND close_usd >= peak_close_usd)) AS recovered_date
FROM daily
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