trend_months

Name: trend_months
Creator: Strasmore
Published: 2026-09-16
License: https://www.strasmore.com/terms/

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 2026-09-16, from soxl-and-soxs-volatility-decay.

as of 2026-09-16 table 17×5read in context →

trend_months — 17 rows by 5 columns, computed 2026-09-16 from US exchange, SIP and OPRA data.
label	index_pct	three_x_pct	soxl_pct	soxl_gap_pct
2026年4月	40.4	121.2	165	43.8
2026年5月	23.3	70	76.7	6.7
2025年6月	16.5	49.4	55.3	5.9
2023年11月	16.1	48.3	53.1	4.8
2025年9月	10.5	31.6	33.8	2.2
2023年1月	16	48	50.2	2.1
2026年1月	15	45	47	2
2022年7月	16.5	49.5	51.4	1.8
2023年5月	15.7	47	48.6	1.6
2023年12月	12.2	36.5	37.7	1.2
2024年2月	11.3	33.8	33.5	-0.3
2023年3月	8.5	25.5	24.9	-0.6
2024年5月	9.4	28.1	27.3	-0.8
2025年5月	11.5	34.4	33	-1.5
2022年11月	18.9	56.6	54.9	-1.6
2025年10月	13.1	39.2	37.1	-2.1
2026年6月	12.6	37.8	18.9	-18.9

Rows × columns: 17 × 5
Computed: 2026-09-16
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 trend_months, derived from the stored result.
Column	Type	Range	Notes
`label`	text	17 distinct values (2022年11月, 2022年7月, 2023年11月…)
`index_pct`	number	8.5 to 40.4	percent
`three_x_pct`	number	25.5 to 121.2	percent
`soxl_pct`	number	18.9 to 165	percent
`soxl_gap_pct`	number	-18.9 to 43.8	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 2026-09-16, 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.

WITH
daily AS
(
    SELECT
        ticker,
        date,
        anyLast(toFloat64(close)) AS c
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('SOXX', 'SOXL', 'SOXS')
      AND date >= '2021-12-15'
      AND date <  '2026-09-01'
    GROUP BY ticker, date
),
lagged AS
(
    SELECT
        ticker,
        date,
        c,
        lagInFrame(c, 1) OVER (PARTITION BY ticker ORDER BY date ROWS BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING) AS prev_c
    FROM daily
),
rets AS
(
    SELECT
        ticker,
        date,
        c / prev_c - 1 AS r
    FROM lagged
    WHERE prev_c > 0
      AND abs(c / prev_c - 1) < 0.75
      AND date >= '2022-01-01'
      AND (ticker, date) NOT IN
      (
          SELECT ticker, toDate(execution_date)
          FROM global_markets.stocks_splits
          WHERE ticker IN ('SOXX', 'SOXL', 'SOXS')
      )
),
monthly AS
(
    SELECT
        toStartOfMonth(date)                        AS m,
        exp(sumIf(log(1 + r), ticker = 'SOXX')) - 1 AS soxx,
        exp(sumIf(log(1 + r), ticker = 'SOXL')) - 1 AS soxl,
        exp(sumIf(log(1 + r), ticker = 'SOXS')) - 1 AS soxs
    FROM rets
    GROUP BY m
    HAVING countIf(ticker = 'SOXX') >= 15
       AND countIf(ticker = 'SOXL') >= 15
       AND countIf(ticker = 'SOXS') >= 15
)
SELECT
    concat(toString(toYear(m)), '年', toString(toMonth(m)), '月') AS label,
    round(soxx * 100, 1)                                        AS index_pct,
    round(soxx * 300, 1)                                        AS three_x_pct,
    round(soxl * 100, 1)                                        AS soxl_pct,
    round((soxl - 3 * soxx) * 100, 1)                           AS soxl_gap_pct
FROM monthly
WHERE soxx > 0.08
ORDER BY soxl_gap_pct DESC

SQL to run

WITH
daily AS
(
    SELECT
        ticker,
        date,
        anyLast(toFloat64(close)) AS c
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('SOXX', 'SOXL', 'SOXS')
      AND date >= '2021-12-15'
      AND date <  '2026-09-01'
    GROUP BY ticker, date
),
lagged AS
(
    SELECT
        ticker,
        date,
        c,
        lagInFrame(c, 1) OVER (PARTITION BY ticker ORDER BY date ROWS BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING) AS prev_c
    FROM daily
),
rets AS
(
    SELECT
        ticker,
        date,
        c / prev_c - 1 AS r
    FROM lagged
    WHERE prev_c > 0
      AND abs(c / prev_c - 1) < 0.75
      AND date >= '2022-01-01'
      AND (ticker, date) NOT IN
      (
          SELECT ticker, toDate(execution_date)
          FROM global_markets.stocks_splits
          WHERE ticker IN ('SOXX', 'SOXL', 'SOXS')
      )
),
monthly AS
(
    SELECT
        toStartOfMonth(date)                        AS m,
        exp(sumIf(log(1 + r), ticker = 'SOXX')) - 1 AS soxx,
        exp(sumIf(log(1 + r), ticker = 'SOXL')) - 1 AS soxl,
        exp(sumIf(log(1 + r), ticker = 'SOXS')) - 1 AS soxs
    FROM rets
    GROUP BY m
    HAVING countIf(ticker = 'SOXX') >= 15
       AND countIf(ticker = 'SOXL') >= 15
       AND countIf(ticker = 'SOXS') >= 15
)
SELECT
    concat(toString(toYear(m)), '年', toString(toMonth(m)), '月') AS label,
    round(soxx * 100, 1)                                        AS index_pct,
    round(soxx * 300, 1)                                        AS three_x_pct,
    round(soxl * 100, 1)                                        AS soxl_pct,
    round((soxl - 3 * soxx) * 100, 1)                           AS soxl_gap_pct
FROM monthly
WHERE soxx > 0.08
ORDER BY soxl_gap_pct DESC

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