gap_by_year

Name: gap_by_year
Creator: Strasmore
Published: 2026-10-16
License: https://www.strasmore.com/terms/

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 2026-10-16, from tase-vs-us-trading-days.

as of 2026-10-16 ranking 18×4read in context →

gap_by_year — 18 rows by 4 columns, computed 2026-10-16 from US exchange, SIP and OPRA data.
year	spy_avg_abs_gap_pct	qqq_avg_abs_gap_pct	spy_weekend_count
2003	0.32	0.57	16
2004	0.29	0.41	44
2011	0.78	0.83	45
2012	0.4	0.42	46
2013	0.33	0.36	47
2014	0.28	0.29	46
2015	0.42	0.52	45
2016	0.34	0.38	44
2017	0.23	0.28	45
2018	0.42	0.59	47
2019	0.45	0.58	47
2020	1.28	1.23	45
2021	0.42	0.52	44
2022	0.62	0.68	44
2023	0.3	0.38	44
2024	0.36	0.5	47
2025	0.68	0.91	46
2026	0.46	0.66	34

Rows × columns: 18 × 4
Computed: 2026-10-16
Completeness: No missing values
Source: US exchange, SIP and OPRA market data
Licence: Strasmore terms · free, no signup
Formats: JSON · CSV · the SQL below

What each column holds

Column definitions for gap_by_year, derived from the stored result.
Column	Type	Range	Notes
`year`	number	2,003 to 2,026
`spy_avg_abs_gap_pct`	number	0.23 to 1.28	percent
`qqq_avg_abs_gap_pct`	number	0.28 to 1.23	percent
`spy_weekend_count`	number	16 to 47	count

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 2026-10-16, 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.

WITH deduped AS
(
    SELECT
        ticker,
        date,
        max(toFloat64(open))  AS open_px,
        max(toFloat64(close)) AS close_px
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('SPY', 'QQQ')
    GROUP BY ticker, date
),
chained AS
(
    SELECT
        ticker,
        date,
        open_px,
        lagInFrame(close_px) OVER (PARTITION BY ticker ORDER BY date ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_close,
        lagInFrame(date)     OVER (PARTITION BY ticker ORDER BY date ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_date
    FROM deduped
),
weekend AS
(
    SELECT
        ticker,
        date,
        abs(100 * (open_px / prev_close - 1)) AS abs_gap_pct
    FROM chained
    WHERE prev_close > 0
      AND open_px > 0
      AND toDayOfWeek(prev_date) = 5
      AND toDayOfWeek(date) = 1
)
SELECT
    toYear(date)                                 AS year,
    round(avgIf(abs_gap_pct, ticker = 'SPY'), 2) AS spy_avg_abs_gap_pct,
    round(avgIf(abs_gap_pct, ticker = 'QQQ'), 2) AS qqq_avg_abs_gap_pct,
    countIf(ticker = 'SPY')                      AS spy_weekend_count
FROM weekend
GROUP BY year
HAVING countIf(ticker = 'SPY') > 0
   AND countIf(ticker = 'QQQ') > 0
ORDER BY year

SQL to run

WITH deduped AS
(
    SELECT
        ticker,
        date,
        max(toFloat64(open))  AS open_px,
        max(toFloat64(close)) AS close_px
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('SPY', 'QQQ')
    GROUP BY ticker, date
),
chained AS
(
    SELECT
        ticker,
        date,
        open_px,
        lagInFrame(close_px) OVER (PARTITION BY ticker ORDER BY date ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_close,
        lagInFrame(date)     OVER (PARTITION BY ticker ORDER BY date ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_date
    FROM deduped
),
weekend AS
(
    SELECT
        ticker,
        date,
        abs(100 * (open_px / prev_close - 1)) AS abs_gap_pct
    FROM chained
    WHERE prev_close > 0
      AND open_px > 0
      AND toDayOfWeek(prev_date) = 5
      AND toDayOfWeek(date) = 1
)
SELECT
    toYear(date)                                 AS year,
    round(avgIf(abs_gap_pct, ticker = 'SPY'), 2) AS spy_avg_abs_gap_pct,
    round(avgIf(abs_gap_pct, ticker = 'QQQ'), 2) AS qqq_avg_abs_gap_pct,
    countIf(ticker = 'SPY')                      AS spy_weekend_count
FROM weekend
GROUP BY year
HAVING countIf(ticker = 'SPY') > 0
   AND countIf(ticker = 'QQQ') > 0
ORDER BY year

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