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 2026-10-04, from Paper Trading Before Real Money.
| year | sessions | pct_up_sessions | median_abs_move_pct | worst_session_pct | best_session_pct |
|---|---|---|---|---|---|
| 2021 | 252 | 54.8 | 0.38 | -2.41 | 1.55 |
| 2022 | 251 | 50.6 | 0.86 | -3.35 | 4.8 |
| 2023 | 250 | 58.4 | 0.44 | -2.04 | 2.38 |
| 2024 | 252 | 53.2 | 0.35 | -2.93 | 1.56 |
| 2025 | 250 | 52 | 0.46 | -4.81 | 10.12 |
- Rows × columns
- 5 × 6
- 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 |
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.
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.
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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