STRASMORE/EXPLORE 3,256 QUERIES

Q2 month by month: April, May, June (SPY and QQQ, recomputed identically)

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 ranking 6×4read in context →
Q2 month by month: April, May, June (SPY and QQQ, recomputed identically) — 6 rows by 4 columns, computed from US exchange, SIP and OPRA data.
period_starttickermonth_return_pctmonth_close
2026-04-01QQQ14.8667.6
2026-04-01SPY9.9718.43
2026-05-01QQQ10.3738.25
2026-05-01SPY4.9756.4
2026-06-01QQQ-0.2735.76
2026-06-01SPY-1.2746.32
Rows × columns
6 × 4
Period covered
to
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 Q2 month by month: April, May, June (SPY and QQQ, recomputed identically), derived from the stored result.
ColumnTypeRangeNotes
period_start date 2026-04-01 to 2026-06-01
ticker text 2 distinct values (QQQ, SPY)
month_return_pct number -1.2 to 14.8 percent
month_close number 667.6 to 756.4 US dollars

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 toString(toStartOfMonth(toDate(toTimeZone(window_start, 'America/New_York')))) AS period_start, ticker,
    round((argMaxIf(toFloat64(close), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) / argMinIf(toFloat64(open), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) - 1) * 100, 1) AS month_return_pct,
    round(argMaxIf(toFloat64(close), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199), 2) AS month_close
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'QQQ')
  AND window_start >= toDateTime('2026-04-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
GROUP BY period_start, ticker
ORDER BY period_start, ticker
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More from this analysisMarket Recap: Q2 2026
Q2 regular-hours dollar volume, whole tape (one reused-symbol listing excluded pending entity verification) ranking 8×3 → Q2 2026 returns for the four index ETFs, with Q1 recomputed live for contrast ranking 4×4 → Listings, splits, and ex-dividend events by month through the quarter ranking 3×4 → 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 → SPY median quoted spread on one labeled sample session per month of the quarter (second Wednesdays) series 3×4 → See all 3,256 queries →