SPY's 20 best and 20 worst days since 2016, counted by year
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 What Missing the Best Days Costs.
| year | best_20_days | worst_20_days |
|---|---|---|
| 2016 | 0 | 1 |
| 2017 | 0 | 0 |
| 2018 | 1 | 2 |
| 2019 | 1 | 0 |
| 2020 | 11 | 9 |
| 2021 | 0 | 0 |
| 2022 | 5 | 5 |
| 2023 | 0 | 0 |
| 2024 | 0 | 0 |
| 2025 | 2 | 3 |
| 2026 | 0 | 0 |
- Rows × columns
- 11 × 3
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
year |
number | 2,016 to 2,026 | |
best_20_days |
number | 0 to 11 | |
worst_20_days |
number | 0 to 9 |
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
WITH daily AS (
SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS dt,
argMax(toFloat64(close), toTimeZone(window_start, 'America/New_York')) AS c
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY' AND window_start >= '2016-01-01'
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959
GROUP BY dt
),
rets AS (
SELECT dt, c / lagInFrame(c) OVER (ORDER BY dt) - 1 AS ret FROM daily
),
clean AS (
SELECT dt, ret FROM rets WHERE ret IS NOT NULL AND ret > -0.5 AND ret < 0.5
),
ranked AS (
SELECT dt, ret,
row_number() OVER (ORDER BY ret DESC) AS best_rnk,
row_number() OVER (ORDER BY ret ASC) AS worst_rnk
FROM clean
)
SELECT toYear(dt) AS year,
countIf(best_rnk <= 20) AS best_20_days,
countIf(worst_rnk <= 20) AS worst_20_days
FROM ranked
GROUP BY year
ORDER BY year
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