STRASMORE/EXPLORE 2,170 QUERIES

This week against the trailing year of weeks: SPY, open-to-close within each week (rank 1 = best; short weeks 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 2026-07-26, from Market Recap: Week of June 29, 2026.

as of scalar 1×5read in context →
week 2026 pct
1.12
rank best
14
weeks compared
53
first week
2025-06-30
sessions this week
4
Rows × columns
1 × 5
Period covered
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 This week against the trailing year of weeks: SPY, open-to-close within each week (rank 1 = best; short weeks excluded), derived from the stored result.
ColumnTypeRangeNotes
week_2026_pct number every row is 1.12 percent
rank_best number every row is 14
weeks_compared number every row is 53
first_week date 2025-06-30
sessions_this_week number every row is 4

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 round(anyIf(ret, wk = toDate('2026-06-29')), 2) AS week_2026_pct,
       arrayCount(x -> x > anyIf(ret, wk = toDate('2026-06-29')), groupArrayIf(ret, wk != toDate('2026-06-29'))) + 1 AS rank_best,
       count() AS weeks_compared,
       toString(min(wk)) AS first_week,
       anyIf(sessions, wk = toDate('2026-06-29')) AS sessions_this_week
FROM (
    SELECT toStartOfWeek(toDate(toTimeZone(window_start, 'America/New_York')), 1) AS wk,
           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 = 'SPY'
      AND window_start >= toDateTime('2025-06-29 00:00:00')
      AND window_start < toDateTime('2026-07-03 00:00:00')
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959
    GROUP BY wk
    HAVING sessions >= 3
)

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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: Week of June 29, 2026
The session receipt: four traded days, one Friday closure, verified from the tape scalar 1×3 → The week's corporate calendar: with the June 30 filing-index gap on display scalar 1×8 → Advancers and decliners on the week, with the liquidity filter disclosed scalar 1×5 → Regular-hours dollar volume, week of June 29 (one reused-symbol listing excluded pending entity verification) ranking 8×3 → Contracts traded during the week, by expiry date (single-pass scan; batch-generated) ranking 6×3 → Treasury yields through the week (July 2 print not yet ingested at generation) ranking 5×4 → See all 2,170 queries →