STRASMORE/EXPLORE 2,358 QUERIES

decades

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 2026-09-18, from the-september-effect.

as of ranking 3×4read in context →
decades — 3 rows by 4 columns, computed from US exchange, SIP and OPRA data.
labelsep_avg_return_pctother_months_avg_return_pctsample_count
2000s-0.050.266
2010s0.331.0110
2020s-3.121.566
Rows × columns
3 × 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 decades, derived from the stored result.
ColumnTypeRangeNotes
label text 3 distinct values (2000s, 2010s, 2020s)
sep_avg_return_pct number -3.12 to 0.33 percent
other_months_avg_return_pct number 0.26 to 1.56 percent
sample_count number 6 to 10 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 , and the query below is what returned them.

the exact SQL behind every number 
WITH month_ends AS
(
    SELECT
        toStartOfMonth(date)           AS month_start,
        argMax(toFloat64(close), date) AS month_end_close
    FROM global_markets.stocks_daily_aggs
    WHERE ticker = 'SPY'
      AND date < toStartOfYear(today())
    GROUP BY month_start
),
monthly_returns AS
(
    SELECT
        month_start,
        month_end_close,
        lagInFrame(month_end_close, 1) OVER (ORDER BY month_start ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS prev_close
    FROM month_ends
)
SELECT
    concat(toString(intDiv(toYear(month_start), 10) * 10), 's')      AS label,
    round(avgIf(monthly_return, toMonth(month_start) = 9) * 100, 2)  AS sep_avg_return_pct,
    round(avgIf(monthly_return, toMonth(month_start) != 9) * 100, 2) AS other_months_avg_return_pct,
    countIf(toMonth(month_start) = 9)                                AS sample_count
FROM
(
    SELECT
        month_start,
        month_end_close / prev_close - 1 AS monthly_return
    FROM monthly_returns
    WHERE prev_close > 0
)
GROUP BY label
HAVING countIf(toMonth(month_start) = 9) > 0
ORDER BY label

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