STRASMORE/EXPLORE 2,170 QUERIES

One year off the low: the crisis epicenter vs the broad market

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 table 9×5read in context →
One year off the low: the crisis epicenter vs the broad market — 9 rows by 5 columns, computed from US exchange, SIP and OPRA data.
tickerclose_mar9_2009close_mar9_2010pct_1yrfinancial
BAC3.7516.823491
C1.053.832651
WFC1028.971901
AAPL83.15223.171680
JPM15.942.391671
XLF6.3515.31411
GS73.86168.971291
SPY68.07114.45680
XOM64.5666.7930
Rows × columns
9 × 5
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 One year off the low: the crisis epicenter vs the broad market, derived from the stored result.
ColumnTypeRangeNotes
ticker text 9 distinct values (AAPL, BAC, C…)
close_mar9_2009 number 1.05 to 83.15 US dollars
close_mar9_2010 number 3.83 to 223.17 US dollars
pct_1yr number 3 to 349 percent
financial number 0 to 1

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
SELECT
    ticker,
    round(b_close, 2) AS close_mar9_2009,
    round(y_close, 2) AS close_mar9_2010,
    round((y_close / b_close - 1) * 100, 0) AS pct_1yr,
    fin AS financial
FROM (
    SELECT
        ticker,
        argMaxIf(toFloat64(close), window_start, toDate(toTimeZone(window_start, 'America/New_York')) = toDate('2009-03-09') AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959) AS b_close,
        argMaxIf(toFloat64(close), window_start, toDate(toTimeZone(window_start, 'America/New_York')) = toDate('2010-03-09') AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959) AS y_close,
        max(ticker IN ('C', 'BAC', 'WFC', 'JPM', 'GS', 'XLF')) AS fin
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('C', 'BAC', 'WFC', 'JPM', 'GS', 'XLF', 'SPY', 'AAPL', 'XOM')
      AND ((window_start >= toDateTime('2009-03-09 04:00:00') AND window_start < toDateTime('2009-03-10 04:00:00'))
        OR (window_start >= toDateTime('2010-03-09 04:00:00') AND window_start < toDateTime('2010-03-10 04:00:00')))
    GROUP BY ticker
)
ORDER BY pct_1yr DESC

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisMarch 9, 2009: The Bottom, On the Tape
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 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 Peak to trough to round trip: the whole crisis in one row scalar 1×6 SPY on March 9, 2009: the generational low, receipted scalar 1×14 See all 2,170 queries →