SPY / QQQ day move in trailing context (~22 sessions)
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: July 9, 2026, The Day in Numbers.
- Rows × columns
- 1 × 7
- 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 |
|---|---|---|---|
qqq_close_over_close_pct |
number | every row is 1.67 | percent |
qqq_abs_move_rank |
number | every row is 10 | |
qqq_sessions_compared |
number | every row is 21 | |
spy_open_to_close_pct |
number | every row is 0.57 | percent |
spy_abs_move_rank |
number | every row is 8 | |
spy_sessions_compared |
number | every row is 22 | |
first_session |
date | 2026-06-08 |
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.
SELECT
round(anyIf(cc_pct, ticker = 'QQQ' AND d = toDate('2026-07-09')), 2) AS qqq_close_over_close_pct,
arrayCount(x -> x > abs(anyIf(cc_pct, ticker = 'QQQ' AND d = toDate('2026-07-09'))), groupArrayIf(abs(cc_pct), ticker = 'QQQ' AND d != toDate('2026-07-09'))) + 1 AS qqq_abs_move_rank,
countIf(ticker = 'QQQ' AND isFinite(cc_pct)) AS qqq_sessions_compared,
round(anyIf(oc_pct, ticker = 'SPY' AND d = toDate('2026-07-09')), 2) AS spy_open_to_close_pct,
arrayCount(x -> x > abs(anyIf(oc_pct, ticker = 'SPY' AND d = toDate('2026-07-09'))), groupArrayIf(abs(oc_pct), ticker = 'SPY' AND d != toDate('2026-07-09'))) + 1 AS spy_abs_move_rank,
countIf(ticker = 'SPY') AS spy_sessions_compared,
toString(min(d)) AS first_session
FROM (
SELECT ticker, d,
if(isFinite(close_px / lagInFrame(close_px) OVER (PARTITION BY ticker ORDER BY d) - 1),
(close_px / lagInFrame(close_px) OVER (PARTITION BY ticker ORDER BY d) - 1) * 100, NULL) AS cc_pct,
oc_pct
FROM (
SELECT ticker, toDate(toTimeZone(window_start, 'America/New_York')) AS d,
argMax(toFloat64(close), window_start) AS close_px,
(argMax(toFloat64(close), window_start) / argMin(toFloat64(open), window_start) - 1) * 100 AS oc_pct
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'QQQ')
AND window_start >= toDateTime('2026-06-08 13:30:00')
AND window_start < toDateTime('2026-07-10 00:00:00')
AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
GROUP BY ticker, d
)
)
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