gap_by_weekday

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 deduped AS
(
    SELECT
        date,
        max(toFloat64(open))  AS open_px,
        max(toFloat64(close)) AS close_px
    FROM global_markets.stocks_daily_aggs
    WHERE ticker = 'SPY'
    GROUP BY date
),
chained AS
(
    SELECT
        date,
        open_px,
        lagInFrame(close_px) OVER (ORDER BY date ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_close,
        lagInFrame(date)     OVER (ORDER BY date ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_date
    FROM deduped
),
gaps AS
(
    SELECT
        toDayOfWeek(date)                     AS dow,
        abs(100 * (open_px / prev_close - 1)) AS abs_gap_pct
    FROM chained
    WHERE prev_close > 0
      AND open_px > 0
      AND dateDiff('day', prev_date, date) <= 4
)
SELECT
    multiIf(dow = 1, 'שני',
            dow = 2, 'שלישי',
            dow = 3, 'רביעי',
            dow = 4, 'חמישי',
            'שישי')                                AS weekday_label,
    round(avg(abs_gap_pct), 2)                     AS avg_abs_gap_pct,
    round(100 * countIf(abs_gap_pct > 1) / count(), 1) AS over_1pct_rate,
    count()                                        AS session_gap_count
FROM gaps
WHERE dow BETWEEN 1 AND 5
GROUP BY dow
ORDER BY dow