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Five years of sessions: share closing above the open, typical move, and the extremes (SPY, 2021-2025)

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 2026-08-22, from Paper Trading Before Real Money.

as of table 5×6read in context →
Five years of sessions: share closing above the open, typical move, and the extremes (SPY, 2021-2025) — 5 rows by 6 columns, computed from US exchange, SIP and OPRA data.
yearsessionspct_up_sessionsmedian_abs_move_pctworst_session_pctbest_session_pct
202125254.80.38-2.411.55
202225150.60.86-3.354.8
202325058.40.44-2.042.38
202425253.20.35-2.931.56
2025250520.46-4.8110.12
Rows × columns
5 × 6
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 Five years of sessions: share closing above the open, typical move, and the extremes (SPY, 2021-2025), derived from the stored result.
ColumnTypeRangeNotes
year text 5 distinct values (2021, 2022, 2023…)
sessions number 250 to 252
pct_up_sessions number 50.6 to 58.4 percent
median_abs_move_pct number 0.35 to 0.86 percent
worst_session_pct number -4.81 to -2.04 percent
best_session_pct number 1.55 to 10.12 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 , and the query below is what returned them.

the exact SQL behind every number 
SELECT toString(y) AS year,
       count() AS sessions,
       round(100 * countIf(ret > 0) / count(), 1) AS pct_up_sessions,
       round(quantileDeterministic(0.5)(abs(ret) * 100, cityHash64(d)), 2) AS median_abs_move_pct,
       round(min(ret) * 100, 2) AS worst_session_pct,
       round(max(ret) * 100, 2) AS best_session_pct
FROM (
    SELECT d,
           toYear(d) AS y,
           toFloat64(session_close) / toFloat64(session_open) - 1 AS ret
    FROM (
        SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS d,
               argMin(open, window_start) AS session_open,
               argMax(close, window_start) AS session_close
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'SPY'
          AND toDate(toTimeZone(window_start, 'America/New_York')) >= toDate('2021-01-01')
          AND toDate(toTimeZone(window_start, 'America/New_York')) <= toDate('2025-12-31')
          AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
               + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959
        GROUP BY d
    )
    WHERE session_open > 0
)
GROUP BY year
ORDER BY year

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