Persistence check: the eight leaders' daily relative volume across the five sessions
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 2026-08-25, from Unusual Volume Stocks This Week, Measured.
| ticker | week_rvol | days_above_2x | peak_day_rvol | sessions_since_peak |
|---|---|---|---|---|
| IEUR | 2.2 | 1 | 10.2 | 3 |
| IPST | 5 | 1 | 23.6 | 4 |
| MRNA | 6.1 | 1 | 29.6 | 3 |
| PFSA | 8.9 | 1 | 42.9 | 4 |
| SAN | 2.5 | 2 | 6.8 | 3 |
| KLAR | 2.7 | 2 | 8.5 | 4 |
| UGI | 3.2 | 2 | 12 | 4 |
| AMLX | 3.6 | 2 | 12.7 | 4 |
- Rows × columns
- 8 × 5
- 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 |
|---|---|---|---|
ticker |
text | 8 distinct values (AMLX, IEUR, IPST…) | |
week_rvol |
number | 2.2 to 8.9 | |
days_above_2x |
number | 1 to 2 | |
peak_day_rvol |
number | 6.8 to 42.9 | |
sessions_since_peak |
number | 3 to 4 |
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 sess AS (
SELECT ticker,
toDate(toTimeZone(window_start, 'America/New_York')) AS d,
sum(toFloat64(volume)) AS vol,
sum(toFloat64(close) * toFloat64(volume)) AS dollars
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= now() - INTERVAL 70 DAY
AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) >= 570
AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) < 960
AND ticker NOT IN ('SPCX')
GROUP BY ticker, d
),
cal AS (
SELECT d, row_number() OVER (ORDER BY d DESC) AS rn
FROM (SELECT DISTINCT d FROM sess)
),
per_name AS (
SELECT s.ticker AS ticker,
avgIf(s.vol, c.rn <= 5) AS adv_recent,
avgIf(s.vol, c.rn BETWEEN 6 AND 45) AS adv_base,
sumIf(s.dollars, c.rn <= 5) AS dollar_recent,
countIf(c.rn <= 5) AS recent_sessions,
countIf(c.rn BETWEEN 6 AND 45) AS base_sessions
FROM sess s INNER JOIN cal c ON s.d = c.d
GROUP BY s.ticker
HAVING adv_base > 100000 AND dollar_recent >= 500000000 AND recent_sessions = 5 AND base_sessions >= 35
),
leaders AS (
SELECT ticker, adv_recent / adv_base AS rvol_week, adv_base
FROM per_name
ORDER BY rvol_week DESC, ticker ASC
LIMIT 8
),
daily AS (
SELECT l.ticker AS ticker,
l.rvol_week AS rvol_week,
c.rn AS rn,
s.vol / l.adv_base AS rvol_day
FROM sess s
INNER JOIN cal c ON s.d = c.d
INNER JOIN leaders l ON s.ticker = l.ticker
WHERE c.rn <= 5
)
SELECT ticker,
round(max(rvol_week), 1) AS week_rvol,
countIf(rvol_day >= 2) AS days_above_2x,
round(max(rvol_day), 1) AS peak_day_rvol,
argMax(rn, (rvol_day, -rn)) - 1 AS sessions_since_peak
FROM daily
GROUP BY ticker
ORDER BY days_above_2x ASC, peak_day_rvol ASC, ticker ASC
Run your own version of this
The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.
More from this analysisUnusual Volume Stocks This Week, Measured
The board leader, day by day: daily relative volume and open-to-close change (last 15 sessions)
series 15×5
→
Highest relative volume this week: trailing 5 sessions vs. the prior 40, for names trading $500M+ in the week
series 8×6
→
How the whole qualifying universe traded this week, bucketed by relative volume
ranking 7×4
→
Wild multiples the dollar floor removes: highest relative volume among names trading under $500M this week
series 6×5
→
SPY: median shares traded per minute, by 30-minute clock bucket (ET, last 30 days, extended hours)
series 32×2
→
Top 10 by full-day RVOL: latest completed session (20-day ADV above 5M shares, full history required)
series 10×5
→
See all 2,170 queries →