The rank receipts: this half against every prior one (SPY and QQQ; rank 1 = best; self-excluded)

Name: The rank receipts: this half against every prior one (SPY and QQQ; rank 1 = best; self-excluded)
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: H1 2026.

as of 2026-07-26 table 2×6read in context →

The rank receipts: this half against every prior one (SPY and QQQ; rank 1 = best; self-excluded) — 2 rows by 6 columns, computed 2026-07-26 from US exchange, SIP and OPRA data.
ticker	h1_2026_pct	rank_best	halves_compared	first_year	sessions_2026
QQQ	18.7	3	16	2004	123
SPY	8.8	6	23	2004	123

Rows × columns: 2 × 6
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 The rank receipts: this half against every prior one (SPY and QQQ; rank 1 = best; self-excluded), derived from the stored result.
Column	Type	Range	Notes
`ticker`	text	2 distinct values (QQQ, SPY)
`h1_2026_pct`	number	8.8 to 18.7	percent
`rank_best`	number	3 to 6
`halves_compared`	number	16 to 23
`first_year`	number	every row is 2,004
`sessions_2026`	number	every row is 123

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 ticker,
       round(anyIf(ret, y = 2026), 1) AS h1_2026_pct,
       arrayCount(x -> x > anyIf(ret, y = 2026), groupArrayIf(ret, y != 2026)) + 1 AS rank_best,
       count() AS halves_compared,
       min(y) AS first_year,
       anyIf(sessions, y = 2026) AS sessions_2026
FROM (
    SELECT toYear(toTimeZone(window_start, 'America/New_York')) AS y,
           ticker,
           uniqExact(toDate(toTimeZone(window_start, 'America/New_York'))) AS sessions,
           (argMax(toFloat64(close), window_start) / argMin(toFloat64(open), window_start) - 1) * 100 AS ret
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'QQQ')
      AND window_start >= toDateTime('2003-01-01 00:00:00')
      AND window_start < toDateTime('2026-07-01 00:00:00')
      AND toMonth(toTimeZone(window_start, 'America/New_York')) <= 6
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959
    GROUP BY y, ticker
    HAVING sessions >= 100
)
GROUP BY ticker
ORDER BY ticker ASC

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More from this analysisMarket Recap: H1 2026

The 2s10s spread, every print of the half table 124×2 → Every first half on the tape: DIA and IWM, same arithmetic table 46×4 → Every first half on the tape: SPY and QQQ, recomputed identically by year (per-year session counts shown) table 39×4 → The eleven sector ETFs: H1 2026 return, Q1 and Q2 split, and H1 dollar volume table 11×5 → H1 2026: half, Q1, and Q2 returns for the four index ETFs, computed in one query table 4×5 → The rank receipts: DIA and IWM against every prior first half (rank 1 = best; self-excluded) table 2×6 → See all 2,170 queries →