Advancers vs decliners for June (close vs the last May close), liquidity filter disclosed

Name: Advancers vs decliners for June (close vs the last May close), liquidity filter disclosed
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 Market Recap: June 2026.

as of 2026-07-26 scalar 1×4read in context →

advancers

4,240

decliners

4,608

unchanged

dropped by liquidity filter

2,896

Rows × columns: 1 × 4
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 Advancers vs decliners for June (close vs the last May close), liquidity filter disclosed, derived from the stored result.
Column	Type	Range
`advancers`	number	every row is 4,240
`decliners`	number	every row is 4,608
`unchanged`	number	every row is 48
`dropped_by_liquidity_filter`	number	every row is 2,896

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

SELECT
    countIf(chg > 0 AND NOT dropped) AS advancers,
    countIf(chg < 0 AND NOT dropped) AS decliners,
    countIf(chg = 0 AND NOT dropped) AS unchanged,
    countIf(dropped) AS dropped_by_liquidity_filter
FROM (
    SELECT ticker,
        argMaxIf(toFloat64(close), window_start, toDate(toTimeZone(window_start, 'America/New_York')) >= toDate('2026-06-01') AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199)
      - argMaxIf(toFloat64(close), window_start, toDate(toTimeZone(window_start, 'America/New_York')) <= toDate('2026-05-29') AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) AS chg,
        sumIf(toFloat64(close) * toFloat64(volume), toDate(toTimeZone(window_start, 'America/New_York')) >= toDate('2026-06-01')) < 5e6 AS dropped
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE window_start >= toDateTime('2026-05-29 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
    GROUP BY ticker
    HAVING countIf(toDate(toTimeZone(window_start, 'America/New_York')) <= toDate('2026-05-29') AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) > 0
       AND countIf(toDate(toTimeZone(window_start, 'America/New_York')) >= toDate('2026-06-01') AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) > 0
)

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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 analysisMarket Recap: June 2026

21 sessions, verified from the tape (Juneteenth closure receipt included) scalar 1×3 → SPY sessions up vs down across the month, one cheap receipt scalar 1×4 → June: whole-tape options contract volume and same-day-expiry share (one scan) scalar 1×3 → June's corporate calendar: dividends, splits, listings, filings (June 30 index gap disclosed) scalar 1×6 → May, recomputed identically for contrast (one scan) scalar 1×3 → The rank receipt: this June against every prior one (rank 1 = best; self-excluded) scalar 1×5 → See all 2,170 queries →