The January 2019 universe, grouped by what happened to each name

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
    entry AS
    (
        SELECT
            ticker,
            argMin(toFloat64(close), date) AS entry_close
        FROM global_markets.stocks_daily_aggs
        WHERE date BETWEEN '2019-01-01' AND '2019-01-31'
          AND ticker NOT IN ('SPCX')
        GROUP BY ticker
        HAVING argMin(toFloat64(close), date) >= 5
           AND avg(volume) >= 250000
    ),
    outcome AS
    (
        SELECT
            ticker,
            argMax(toFloat64(close), date) AS final_close,
            max(date)                      AS last_bar
        FROM global_markets.stocks_daily_aggs
        WHERE date >= '2019-01-01'
        GROUP BY ticker
    )
SELECT
    if(o.last_bar >= today() - 45,
       'Still trading',
       concat('Last bar in ', toString(toYear(o.last_bar))))            AS outcome_label,
    count()                                                             AS cohort_size,
    round(100 * avg(o.final_close / e.entry_close - 1), 1)              AS avg_return_pct,
    round(100 * countIf(o.final_close > e.entry_close) / count(), 1)    AS share_above_entry_pct
FROM entry AS e
INNER JOIN outcome AS o ON o.ticker = e.ticker
GROUP BY outcome_label
ORDER BY outcome_label