Sessions that gapped through a 2% stop, and whether the limit price traded
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 2026-08-08, from Stop Order vs Stop-Limit Order: How Each Fills.
| symbol | gapped_through_sessions | reached_limit_intraday_pct |
|---|---|---|
| KO | 2 | 100 |
| SPY | 4 | 100 |
| AAPL | 14 | 85.7 |
| NVDA | 45 | 71.1 |
| MSFT | 12 | 66.7 |
- 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 |
|---|---|---|---|
symbol |
text | 5 distinct values (AAPL, KO, MSFT…) | |
gapped_through_sessions |
number | 2 to 45 | |
reached_limit_intraday_pct |
number | 66.7 to 100 | 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 sessions AS
(
SELECT
ticker,
date,
toFloat64(open) AS open_px,
toFloat64(high) AS high_px,
toFloat64(close) AS close_px,
row_number() OVER (PARTITION BY ticker ORDER BY date) AS session_n,
row_number() OVER (PARTITION BY ticker ORDER BY date) + 1 AS next_session_n
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO')
AND date >= '2021-08-01'
AND date < '2026-08-01'
)
SELECT
cur.ticker AS symbol,
count() AS gapped_through_sessions,
round(100 * countIf(cur.high_px >= prior.close_px * 0.9702) / count(), 1) AS reached_limit_intraday_pct
FROM sessions AS cur
INNER JOIN sessions AS prior
ON cur.ticker = prior.ticker
AND cur.session_n = prior.next_session_n
WHERE cur.open_px < prior.close_px * 0.9702
AND (cur.ticker, cur.date) NOT IN
(
SELECT ticker, execution_date
FROM global_markets.stocks_splits
)
GROUP BY symbol
ORDER BY reached_limit_intraday_pct DESC
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