swing_rule

Name: swing_rule
Creator: Strasmore
Published: 2026-09-22
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 2026-09-22, from market-structure-and-break-of-structure.

as of 2026-09-22 table 6×5read in context →

swing_rule — 6 rows by 5 columns, computed 2026-09-22 from US exchange, SIP and OPRA data.
ticker	sessions	swing_highs	swing_lows	bars_per_swing_high
AAPL	1415	129	135	11
JPM	1415	124	126	11.4
KO	1415	130	133	10.9
MSFT	1415	129	129	11
QQQ	1415	127	137	11.1
SPY	1415	121	136	11.7

Rows × columns: 6 × 5
Computed: 2026-09-22
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 swing_rule, derived from the stored result.
Column	Type	Range	Notes
`ticker`	text	6 distinct values (AAPL, JPM, KO…)
`sessions`	number	every row is 1,415
`swing_highs`	number	121 to 130
`swing_lows`	number	126 to 137
`bars_per_swing_high`	number	10.9 to 11.7	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 2026-09-22, 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.

WITH px AS
(
    SELECT
        ticker,
        date,
        toFloat64(high) AS h,
        toFloat64(low)  AS l
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('AAPL', 'JPM', 'KO', 'MSFT', 'QQQ', 'SPY')
      AND date >= '2021-01-01'
      AND date <  '2026-09-01'
),
flagged AS
(
    SELECT
        ticker,
        ((h > max(h) OVER w_prev) AND (h > max(h) OVER w_next)) AS is_swing_high,
        ((l < min(l) OVER w_prev) AND (l < min(l) OVER w_next)) AS is_swing_low,
        count() OVER w_prev AS bars_before,
        count() OVER w_next AS bars_after
    FROM px
    WINDOW
        w_prev AS (PARTITION BY ticker ORDER BY date ROWS BETWEEN 3 PRECEDING AND 1 PRECEDING),
        w_next AS (PARTITION BY ticker ORDER BY date ROWS BETWEEN 1 FOLLOWING AND 3 FOLLOWING)
)
SELECT
    ticker,
    count()                AS sessions,
    countIf(is_swing_high) AS swing_highs,
    countIf(is_swing_low)  AS swing_lows,
    round(count() / greatest(countIf(is_swing_high), 1), 1) AS bars_per_swing_high
FROM flagged
WHERE bars_before = 3
  AND bars_after = 3
GROUP BY ticker
ORDER BY ticker

SQL to run

WITH px AS
(
    SELECT
        ticker,
        date,
        toFloat64(high) AS h,
        toFloat64(low)  AS l
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('AAPL', 'JPM', 'KO', 'MSFT', 'QQQ', 'SPY')
      AND date >= '2021-01-01'
      AND date <  '2026-09-01'
),
flagged AS
(
    SELECT
        ticker,
        ((h > max(h) OVER w_prev) AND (h > max(h) OVER w_next)) AS is_swing_high,
        ((l < min(l) OVER w_prev) AND (l < min(l) OVER w_next)) AS is_swing_low,
        count() OVER w_prev AS bars_before,
        count() OVER w_next AS bars_after
    FROM px
    WINDOW
        w_prev AS (PARTITION BY ticker ORDER BY date ROWS BETWEEN 3 PRECEDING AND 1 PRECEDING),
        w_next AS (PARTITION BY ticker ORDER BY date ROWS BETWEEN 1 FOLLOWING AND 3 FOLLOWING)
)
SELECT
    ticker,
    count()                AS sessions,
    countIf(is_swing_high) AS swing_highs,
    countIf(is_swing_low)  AS swing_lows,
    round(count() / greatest(countIf(is_swing_high), 1), 1) AS bars_per_swing_high
FROM flagged
WHERE bars_before = 3
  AND bars_after = 3
GROUP BY ticker
ORDER BY ticker

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