STRASMORE/EXPLORE 3,214 QUERIES

When each trail width would first have been reached, same position, January to June 2022

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 2026-10-08, from Trailing Stop vs Trailing Stop-Limit Orders.

as of series 5×4read in context →
When each trail width would first have been reached, same position, January to June 2022 — 5 rows by 4 columns, computed from US exchange, SIP and OPRA data.
labelfirst_trigger_daydays_into_windowcloses_at_or_below_trail
5% trailJan 6, 20223104
8% trailJan 19, 20221682
10% trailJan 21, 20221865
15% trailMar 14, 20227038
20% trailMay 12, 202212925
Rows × columns
5 × 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 When each trail width would first have been reached, same position, January to June 2022, derived from the stored result.
ColumnTypeRangeNotes
label text 5 distinct values (10% trail, 15% trail, 20% trail…)
first_trigger_day text 5 distinct values (Jan 19, 2022, Jan 21, 2022, Jan 6, 2022…)
days_into_window number 3 to 129
closes_at_or_below_trail number 25 to 104

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 daily AS
(
    SELECT
        date,
        toFloat64(any(close)) AS close_px
    FROM global_markets.stocks_daily_aggs
    WHERE ticker = 'AAPL'
      AND date >= '2022-01-03'
      AND date <  '2022-07-01'
    GROUP BY date
),
marked AS
(
    SELECT
        date,
        close_px,
        max(close_px) OVER (ORDER BY date ASC ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS peak_close
    FROM daily
),
widths AS
(
    SELECT arrayJoin([5, 8, 10, 15, 20]) AS trail_pct
)
SELECT
    concat(toString(w.trail_pct), '% trail')           AS label,
    formatDateTime(min(m.date), '%b %e, %Y')           AS first_trigger_day,
    dateDiff('day', toDate('2022-01-03'), min(m.date)) AS days_into_window,
    count()                                            AS closes_at_or_below_trail
FROM marked AS m
CROSS JOIN widths AS w
WHERE m.close_px <= m.peak_close * (1 - w.trail_pct / 100)
GROUP BY w.trail_pct
ORDER BY w.trail_pct ASC
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