The five-session slide, bounded: every claim in the streak sentence as a checked column
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 NVDA: NVIDIA's Full June 2026, Tick by Tick.
run start
2026-06-22
run end
2026-06-26
sessions in run
5
declining sessions
5
run low close
191.72
run holds month low close
1
- Rows × columns
- 1 × 6
- Period covered
- 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 |
|---|---|---|---|
run_start |
date | 2026-06-22 | |
run_end |
date | 2026-06-26 | |
sessions_in_run |
number | every row is 5 | |
declining_sessions |
number | every row is 5 | |
run_low_close |
number | every row is 191.72 | US dollars |
run_holds_month_low_close |
number | every row is 1 | 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.
the exact SQL behind every number
WITH per_session AS (
SELECT et_date, close_usd,
lagInFrame(close_usd) OVER (ORDER BY et_date ASC ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_close
FROM (
SELECT
toDate(toTimeZone(window_start, 'America/New_York')) AS et_date,
round(argMaxIf(toFloat64(close), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199), 2) AS close_usd
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'NVDA'
AND window_start >= toDateTime('2026-06-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
GROUP BY et_date
)
)
SELECT
toString(minIf(et_date, et_date >= toDate('2026-06-22') AND et_date <= toDate('2026-06-26'))) AS run_start,
toString(maxIf(et_date, et_date >= toDate('2026-06-22') AND et_date <= toDate('2026-06-26'))) AS run_end,
countIf(et_date >= toDate('2026-06-22') AND et_date <= toDate('2026-06-26')) AS sessions_in_run,
countIf(et_date >= toDate('2026-06-22') AND et_date <= toDate('2026-06-26') AND close_usd < prev_close) AS declining_sessions,
round(minIf(close_usd, et_date >= toDate('2026-06-22') AND et_date <= toDate('2026-06-26')), 2) AS run_low_close,
toUInt8(min(close_usd) = minIf(close_usd, et_date >= toDate('2026-06-22') AND et_date <= toDate('2026-06-26'))) AS run_holds_month_low_close
FROM per_session
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 analysisNVDA: NVIDIA's Full June 2026, Tick by Tick
The whole NVDA tape in one row: prints, print sizes, and the quote census
scalar 1×10
→
The off-exchange peak and trough, bounded (deduped per session)
scalar 1×6
→
The mid-June short-interest print
scalar 1×6
→
The rank receipt: NVDA's place, its lead over the next name, and the basis, as checked columns
scalar 1×5
→
NVDA's options market in one row: totals, expiry structure, flagship contracts
scalar 1×18
→
The information flow in one row: volume, composition, and co-tags
scalar 1×12
→
See all 2,170 queries →