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The rank receipts: this quarter against every prior second quarter (rank 1 = best; self-excluded)

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 2026-07-16, from Market Recap: Q2 2026.

as of table 2×6read in context →
The rank receipts: this quarter against every prior second quarter (rank 1 = best; self-excluded) — 2 rows by 6 columns, computed from US exchange, SIP and OPRA data.
tickerq2_2026_pctrank_bestq2s_comparedfirst_yearsessions_2026
QQQ26.5217200462
SPY14.1323200462
Rows × columns
2 × 6
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 The rank receipts: this quarter against every prior second quarter (rank 1 = best; self-excluded), derived from the stored result.
ColumnTypeRangeNotes
ticker text 2 distinct values (QQQ, SPY)
q2_2026_pct number 14.1 to 26.5 percent
rank_best number 2 to 3
q2s_compared number 17 to 23
first_year number every row is 2,004
sessions_2026 number every row is 62

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(anyIf(ret, y = 2026), 1) AS q2_2026_pct,
       arrayCount(x -> x > anyIf(ret, y = 2026), groupArrayIf(ret, y != 2026)) + 1 AS rank_best,
       count() AS q2s_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')) BETWEEN 4 AND 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 >= 50
)
GROUP BY ticker
ORDER BY ticker ASC

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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: Q2 2026
The 2s10s spread and the 10-year through Q2, daily table 63×3 → Every second quarter on the tape: SPY and QQQ, recomputed identically by year (session counts shown) table 40×4 → Q2 regular-hours dollar volume, whole tape (one reused-symbol listing excluded pending entity verification) ranking 8×3 → Q2 month by month: April, May, June (SPY and QQQ, recomputed identically) ranking 6×4 → Q2 2026 returns for the four index ETFs, with Q1 recomputed live for contrast ranking 4×4 → SPY median quoted spread on one labeled sample session per month of the quarter (second Wednesdays) series 3×4 → See all 2,170 queries →