stopout_whipsaw
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 2026-10-02, from stop-order-vs-limit-order.
| stop_distance | sessions_triggered_pct | closed_above_open_pct |
|---|---|---|
| 1% | 36.9 | 5.8 |
| 2% | 10.4 | 1 |
| 3% | 3.2 | 0.2 |
| 4% | 1.2 | 0 |
| 5% | 0.4 | 0 |
- Rows × columns
- 5 × 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 |
|---|---|---|---|
stop_distance |
text | 5 distinct values (1%, 2%, 3%…) | |
sessions_triggered_pct |
number | 0.4 to 36.9 | percent |
closed_above_open_pct |
number | 0 to 5.8 | 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 , 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
concat(toString(dist), '%') AS stop_distance,
round(countIf(low_pct <= -1 * dist) * 100.0 / count(), 1) AS sessions_triggered_pct,
round(countIf(low_pct <= -1 * dist AND close_pct > 0) * 100.0 / count(), 1) AS closed_above_open_pct
FROM
(
SELECT
arrayJoin([1, 2, 3, 4, 5]) AS dist,
(toFloat64(low) / toFloat64(open) - 1) * 100 AS low_pct,
(toFloat64(close) / toFloat64(open) - 1) * 100 AS close_pct
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'AAPL'
AND date >= '2024-01-01'
AND date < '2026-01-01'
AND toFloat64(open) > 0
)
GROUP BY dist
ORDER BY dist
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