STRASMORE/EXPLORE 3,256 QUERIES

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.

as of scalar 1×6read in context →
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
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for Peak to trough to round trip: the whole crisis in one row, derived from the stored result.
ColumnTypeRangeNotes
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.

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.

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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More from this analysisMarch 9, 2009: The Bottom, On the Tape
SPY on March 9, 2009: the generational low, receipted scalar 1×14 → Sixteen weeks after the low: weekly lows, closes, and the running minimum ranking 16×4 → SPY by half-hour: March 9, 2009 regular session series 13×4 → One year off the low: the crisis epicenter vs the broad market table 9×5 → The turn week: SPY, Citigroup, and the 10-year yield, March 9-13 series 5×6 → Four major lows: SPY forward returns at three and twelve months series 4×4 → See all 3,256 queries →