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.
| label | first_trigger_day | days_into_window | closes_at_or_below_trail |
|---|---|---|---|
| 5% trail | Jan 6, 2022 | 3 | 104 |
| 8% trail | Jan 19, 2022 | 16 | 82 |
| 10% trail | Jan 21, 2022 | 18 | 65 |
| 15% trail | Mar 14, 2022 | 70 | 38 |
| 20% trail | May 12, 2022 | 129 | 25 |
- Rows × columns
- 5 × 4
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
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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