AAPL 25-session moves since January 2021, by size
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 2026-08-13, from Ratio Spreads: Breakevens and Naked Risk.
| move_bucket | window_count | share_of_windows_pct |
|---|---|---|
| down more than 5% | 299 | 21.7 |
| down 0 to 5% | 272 | 19.8 |
| up 0 to 5% | 292 | 21.2 |
| up 5 to 10% | 283 | 20.6 |
| up 10 to 15% | 149 | 10.8 |
| up more than 15% | 80 | 5.8 |
- Rows × columns
- 6 × 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 |
|---|---|---|---|
move_bucket |
text | 6 distinct values | |
window_count |
number | 80 to 299 | count |
share_of_windows_pct |
number | 5.8 to 21.7 | 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
WITH
daily AS
(
SELECT
date,
toFloat64(max(close)) AS close_px
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'AAPL'
AND date >= '2021-01-04'
AND date <= '2026-07-31'
GROUP BY date
),
indexed AS
(
SELECT
date,
close_px,
row_number() OVER (ORDER BY date) AS n
FROM daily
),
moves AS
(
SELECT 100 * (b.close_px / a.close_px - 1) AS fwd_move_pct
FROM indexed AS a
INNER JOIN indexed AS b ON b.n = a.n + 25
),
totals AS
(
SELECT count() AS all_windows FROM moves
)
SELECT
multiIf(
fwd_move_pct < -5, 'down more than 5%',
fwd_move_pct < 0, 'down 0 to 5%',
fwd_move_pct < 5, 'up 0 to 5%',
fwd_move_pct < 10, 'up 5 to 10%',
fwd_move_pct < 15, 'up 10 to 15%',
'up more than 15%') AS move_bucket,
count() AS window_count,
round(100 * count() / any(t.all_windows), 1) AS share_of_windows_pct
FROM moves AS m
CROSS JOIN totals AS t
GROUP BY move_bucket
ORDER BY min(m.fwd_move_pct)
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