Weekly movers: ten biggest gainers and decliners, regular-hours closes, $5M+ traded, splits excluded

Name: Weekly movers: ten biggest gainers and decliners, regular-hours closes, $5M+ traded, splits excluded
Creator: Strasmore
Published: 2026-08-12
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 2026-08-12, from Market Recap: Week of July 20, 2026.

as of 2026-08-12 table 20×6read in context →

Weekly movers: ten biggest gainers and decliners, regular-hours closes, $5M+ traded, splits excluded — 20 rows by 6 columns, computed 2026-08-12 from US exchange, SIP and OPRA data.
ticker	board	week_pct	week_dollar_m	sessions_traded	pct_of_dollar_max
STAK	gainers	383.7	251.6	5	26
ADVB	gainers	277.1	875.7	5	90.3
WLDS	gainers	157.2	104.6	5	10.8
ZYBT	gainers	123.8	294.6	5	30.4
CJMB	gainers	111.3	131.8	5	13.6
LVWR	gainers	107.8	131.6	5	13.6
OMH	gainers	99.8	436.6	5	45
PN	gainers	97.5	89.7	5	9.3
UTZ	gainers	95.4	969.5	5	100
GORO	gainers	92.3	50.3	5	5.2
LBGJ	decliners	-98.8	47.7	5	4.9
SXTC	decliners	-97.4	40.6	5	4.2
WETO	decliners	-86.4	8.8	5	0.9
GVH	decliners	-78.8	17.2	5	1.8
VEEE	decliners	-66.6	65.2	5	6.7
CLBK	decliners	-53.5	953.7	5	98.4
BIYA	decliners	-53.4	266.9	5	27.5
LESL	decliners	-52.2	6.8	5	0.7
QMLS	decliners	-48.7	37.2	5	3.8
VCIG	decliners	-47.8	9.5	5	1

Rows × columns: 20 × 6
Computed: 2026-08-12
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 Weekly movers: ten biggest gainers and decliners, regular-hours closes, $5M+ traded, splits excluded, derived from the stored result.
Column	Type	Range	Notes
`ticker`	text	20 distinct values (ADVB, BIYA, CJMB…)
`board`	text	2 distinct values (decliners, gainers)
`week_pct`	number	-98.8 to 383.7	percent
`week_dollar_m`	number	6.8 to 969.5
`sessions_traded`	number	every row is 5
`pct_of_dollar_max`	number	0.7 to 100	percent

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 2026-08-12, and the query below is what returned them.

the exact SQL behind every number

SELECT ticker, board, week_pct, week_dollar_m, sessions_traded,
       round(100 * week_dollar_m / max(week_dollar_m) OVER (), 1) AS pct_of_dollar_max
FROM (
    SELECT 'gainers' AS board, ticker, round((cw / cp - 1) * 100, 1) AS week_pct,
           round(dv / 1e6, 1) AS week_dollar_m, sessions_traded
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start < '2026-07-18 00:00:00') AS cp,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-24 13:30:00') AS cw,
               sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-20 13:30:00') AS dv,
               uniqExactIf(toDate(toTimeZone(window_start, 'America/New_York')), window_start >= '2026-07-20 13:30:00') AS sessions_traded
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker NOT IN ('SPCX')
          AND ticker NOT IN (SELECT ticker FROM global_markets.stocks_splits WHERE execution_date > '2026-07-17' AND execution_date <= '2026-07-24')
          AND ((window_start >= '2026-07-17 13:30:00' AND window_start < '2026-07-17 20:00:00')
            OR (window_start >= '2026-07-20 13:30:00' AND window_start < '2026-07-25 00:00:00'))
          AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
        GROUP BY ticker
        HAVING cp > 0 AND cw > 0 AND dv >= 5000000
    )
    ORDER BY week_pct DESC
    LIMIT 10
    UNION ALL
    SELECT 'decliners' AS board, ticker, round((cw / cp - 1) * 100, 1) AS week_pct,
           round(dv / 1e6, 1) AS week_dollar_m, sessions_traded
    FROM (
        SELECT ticker,
               argMaxIf(toFloat64(close), window_start, window_start < '2026-07-18 00:00:00') AS cp,
               argMaxIf(toFloat64(close), window_start, window_start >= '2026-07-24 13:30:00') AS cw,
               sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-20 13:30:00') AS dv,
               uniqExactIf(toDate(toTimeZone(window_start, 'America/New_York')), window_start >= '2026-07-20 13:30:00') AS sessions_traded
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker NOT IN ('SPCX')
          AND ticker NOT IN (SELECT ticker FROM global_markets.stocks_splits WHERE execution_date > '2026-07-17' AND execution_date <= '2026-07-24')
          AND ((window_start >= '2026-07-17 13:30:00' AND window_start < '2026-07-17 20:00:00')
            OR (window_start >= '2026-07-20 13:30:00' AND window_start < '2026-07-25 00:00:00'))
          AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
        GROUP BY ticker
        HAVING cp > 0 AND cw > 0 AND dv >= 5000000
    )
    ORDER BY week_pct ASC
    LIMIT 10
)
ORDER BY board DESC, abs(week_pct) DESC

Run your own version of this

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 July 20, 2026

SPY / QQQ / DIA / IWM: week of July 20 vs the July 17 close, with the prior week's change table 4×5 → Sector ETFs, full-week change: July 24 close vs July 17 close ranking 11×3 → Top names by regular-hours dollar volume, full week July 20-24 ranking 8×3 → Treasury curve by session, July 17 print through July 24 series 6×6 → SPY median quoted spread and NBBO updates per session, regular hours, July 20-24 series 5×5 → SPY by session: close, change, and share volume, July 20-24 series 5×4 → See all 2,170 queries →