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AS\n(\n    SELECT\n        ticker,\n        date,\n        anyLast(toFloat64(close)) AS c\n    FROM global_markets.stocks_daily_aggs\n    WHERE ticker IN ('SOXX', 'SOXL', 'SOXS')\n      AND date >= '2026-03-20'\n      AND date <  '2026-07-01'\n    GROUP BY ticker, date\n),\nlagged AS\n(\n    SELECT\n        ticker,\n        date,\n        c,\n        lagInFrame(c, 1) OVER (PARTITION BY ticker ORDER BY date ROWS BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING) AS prev_c\n    FROM daily\n),\nrets AS\n(\n    SELECT\n        ticker,\n        date,\n        c / prev_c - 1 AS r\n    FROM lagged\n    WHERE prev_c > 0\n      AND abs(c / prev_c - 1) < 0.75\n      AND date >= '2026-04-01'\n      AND (ticker, date) NOT IN\n      (\n          SELECT ticker, toDate(execution_date)\n          FROM global_markets.stocks_splits\n          WHERE ticker IN ('SOXX', 'SOXL', 'SOXS')\n      )\n),\nby_day AS\n(\n    SELECT\n        date,\n        anyIf(r, ticker = 'SOXX') AS r_index,\n        anyIf(r, ticker = 'SOXL') AS r_soxl,\n        anyIf(r, ticker = 'SOXS') AS r_soxs\n    FROM rets\n    GROUP BY date\n)\nSELECT\n    toString(date) AS session_date,\n    concat(toString(toYear(date)), '年', toString(toMonth(date)), '月', toString(toDayOfMonth(date)), '日') AS day_label,\n    round(100 * exp(sum(log(1 + r_index)) OVER (ORDER BY date ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW)), 1) AS index_rebased,\n    round(100 * exp(sum(log(1 + r_soxl)) OVER (ORDER BY date ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW)), 1)  AS soxl_rebased,\n    round(100 * exp(sum(log(1 + r_soxs)) OVER (ORDER BY date ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW)), 1)  AS soxs_rebased,\n    round(100 * exp(sum(log(1 + r_soxl)) OVER (ORDER BY date ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW))\n        + 100 * exp(sum(log(1 + r_soxs)) OVER (ORDER BY date ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW)), 1)  AS pair_rebased\nFROM by_day\nORDER BY date","computed_at":"2026-09-16T14:56:45.858061+00:00","elapsed":0.005817715}