STRASMORE/EXPLORE 2,948 QUERIES

year_by_year

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 2026-10-02, from the-january-barometer.

as of ranking 22×4read in context →
year_by_year — 22 rows by 4 columns, computed from US exchange, SIP and OPRA data.
yearjanuary_pctyear_pctfeb_to_dec_pct
20041.988.626.51
2005-2.243.015.37
20062.413.7411.07
20071.53.241.71
2008-6.05-38.28-34.31
2009-8.2123.4934.54
2010-3.6312.8417.1
20112.33-0.2-2.47
20124.6413.478.45
20135.1229.6923.37
2014-3.5211.2915.36
2015-2.96-0.812.22
2016-4.989.6415.39
20171.7919.3817.29
20185.64-6.35-11.34
20198.0128.7919.24
2020-0.0416.1616.21
2021-1.0227.0428.34
2022-5.27-19.48-15
20236.2924.2916.93
20241.5923.321.37
20252.6916.3513.31
Rows × columns
22 × 4
Computed
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 year_by_year, derived from the stored result.
ColumnTypeRangeNotes
year number 2,004 to 2,025
january_pct number -8.21 to 8.01 percent
year_pct number -38.28 to 29.69 percent
feb_to_dec_pct number -34.31 to 34.54 percent

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 , 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 yearly AS
(
    SELECT
        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 = 'SPY'
    GROUP BY y
)
SELECT
    cur.y                                                                      AS year,
    round(100 * (toFloat64(cur.jan_close) / toFloat64(prev.dec_close) - 1), 2) AS january_pct,
    round(100 * (toFloat64(cur.dec_close) / toFloat64(prev.dec_close) - 1), 2) AS year_pct,
    round(100 * (toFloat64(cur.dec_close) / toFloat64(cur.jan_close) - 1), 2)  AS feb_to_dec_pct
FROM yearly AS cur
INNER JOIN yearly AS prev ON prev.y = cur.y - 1
WHERE cur.jan_sessions >= 15
  AND cur.dec_sessions >= 15
ORDER BY year
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