weekend_gap_profile

Name: weekend_gap_profile
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 table 3×7read in context →

weekend_gap_profile — 3 rows by 7 columns, computed 2026-10-16 from US exchange, SIP and OPRA data.
ticker	median_abs_gap_pct	avg_abs_gap_pct	over_1pct_rate	over_2pct_rate	weekend_gap_count	history_since
AAPL	0.56	0.84	24.6	8.1	1048	2003
QQQ	0.37	0.56	13.1	2.8	763	2003
SPY	0.29	0.47	10.8	2.7	1048	2003

Rows × columns: 3 × 7
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 weekend_gap_profile, derived from the stored result.
Column	Type	Range	Notes
`ticker`	text	3 distinct values (AAPL, QQQ, SPY)
`median_abs_gap_pct`	number	0.29 to 0.56	percent
`avg_abs_gap_pct`	number	0.47 to 0.84	percent
`over_1pct_rate`	number	10.8 to 24.6	ratio or rate
`over_2pct_rate`	number	2.7 to 8.1	ratio or rate
`weekend_gap_count`	number	763 to 1,048	count
`history_since`	text	1 distinct value (2003)

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', 'AAPL')
    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
    ticker,
    round(quantileDeterministic(0.5)(abs_gap_pct, toYYYYMMDD(date)), 2) AS median_abs_gap_pct,
    round(avg(abs_gap_pct), 2)                                          AS avg_abs_gap_pct,
    round(100 * countIf(abs_gap_pct > 1) / count(), 1)                  AS over_1pct_rate,
    round(100 * countIf(abs_gap_pct > 2) / count(), 1)                  AS over_2pct_rate,
    count()                                                             AS weekend_gap_count,
    toString(toYear(min(date)))                                         AS history_since
FROM weekend
GROUP BY ticker
ORDER BY over_2pct_rate DESC

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', 'AAPL')
    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
    ticker,
    round(quantileDeterministic(0.5)(abs_gap_pct, toYYYYMMDD(date)), 2) AS median_abs_gap_pct,
    round(avg(abs_gap_pct), 2)                                          AS avg_abs_gap_pct,
    round(100 * countIf(abs_gap_pct > 1) / count(), 1)                  AS over_1pct_rate,
    round(100 * countIf(abs_gap_pct > 2) / count(), 1)                  AS over_2pct_rate,
    count()                                                             AS weekend_gap_count,
    toString(toYear(min(date)))                                         AS history_since
FROM weekend
GROUP BY ticker
ORDER BY over_2pct_rate DESC

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