index_check

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 yearly AS
(
    SELECT
        ticker,
        toYear(date)                              AS y,
        argMax(close, date)                       AS dec_close,
        argMaxIf(close, date, toMonth(date) = 1)   AS jan_close,
        countIf(toMonth(date) = 1)                AS jan_sessions,
        countIf(toMonth(date) = 12)               AS dec_sessions
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('SPY', 'DIA', 'QQQ')
      AND date >= '1999-01-01'
    GROUP BY ticker, y
),
scored AS
(
    SELECT
        cur.ticker                                              AS symbol,
        toFloat64(cur.jan_close) / toFloat64(prev.dec_close) - 1 AS jan_ret,
        toFloat64(cur.dec_close) / toFloat64(prev.dec_close) - 1 AS year_ret
    FROM yearly AS cur
    INNER JOIN yearly AS prev ON prev.ticker = cur.ticker AND prev.y = cur.y - 1
    WHERE cur.jan_sessions >= 15
      AND cur.dec_sessions >= 15
)
SELECT
    symbol,
    count()                                            AS years_in_sample,
    round(100 * avg((jan_ret > 0) = (year_ret > 0)), 1) AS barometer_hit_pct,
    round(100 * avg(year_ret > 0), 1)                  AS always_up_pct
FROM scored
GROUP BY symbol
ORDER BY symbol