{"slug":"reg-t-margin-vs-portfolio-margin","qid":"stress_window","label":"SPY daily moves and drawdown, February to April 2020","post_title":"Reg T Margin vs Portfolio Margin 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   session_date,\n    daily_move_pct,\n    drawdown_pct,\n    round(min(drawdown_pct) OVER (ORDER BY session_date ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW), 2) AS deepest_drawdown_pct\nFROM\n(\n    SELECT\n        toString(date) AS session_date,\n        round((toFloat64(close) / lagInFrame(toFloat64(close), 1) OVER (ORDER BY date ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) - 1) * 100, 2) AS daily_move_pct,\n        round((toFloat64(close) / max(toFloat64(close)) OVER (ORDER BY date ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) - 1) * 100, 2) AS drawdown_pct\n    FROM global_markets.stocks_daily_aggs\n    WHERE ticker = 'SPY'\n      AND date >= '2020-02-10'\n      AND date <  '2020-04-16'\n)\nWHERE session_date > '2020-02-10'\nORDER BY session_date","computed_at":"2026-08-09T15:41:49.790695+00:00","elapsed":0.002899176}