{"slug":"unusual-volume-stocks-this-week","qid":"uv_persistence","label":"Persistence check: the eight leaders' daily relative volume across the five sessions","post_title":"Unusual Volume Stocks This Week, Measured","post_url":"/blog/unusual-volume-stocks-this-week#q-uv_persistence","columns":["ticker","week_rvol","days_above_2x","peak_day_rvol","sessions_since_peak"],"rows":[{"ticker":"IEUR","week_rvol":2.2,"days_above_2x":1,"peak_day_rvol":10.2,"sessions_since_peak":3},{"ticker":"IPST","week_rvol":5,"days_above_2x":1,"peak_day_rvol":23.6,"sessions_since_peak":4},{"ticker":"MRNA","week_rvol":6.1,"days_above_2x":1,"peak_day_rvol":29.6,"sessions_since_peak":3},{"ticker":"PFSA","week_rvol":8.9,"days_above_2x":1,"peak_day_rvol":42.9,"sessions_since_peak":4},{"ticker":"SAN","week_rvol":2.5,"days_above_2x":2,"peak_day_rvol":6.8,"sessions_since_peak":3},{"ticker":"KLAR","week_rvol":2.7,"days_above_2x":2,"peak_day_rvol":8.5,"sessions_since_peak":4},{"ticker":"UGI","week_rvol":3.2,"days_above_2x":2,"peak_day_rvol":12,"sessions_since_peak":4},{"ticker":"AMLX","week_rvol":3.6,"days_above_2x":2,"peak_day_rvol":12.7,"sessions_since_peak":4}],"shape":"table","sql":"WITH sess AS (\n    SELECT ticker,\n           toDate(toTimeZone(window_start, 'America/New_York')) AS d,\n           sum(toFloat64(volume)) AS vol,\n           sum(toFloat64(close) * toFloat64(volume)) AS dollars\n    FROM global_markets.delayed_stocks_minute_aggs\n    WHERE window_start >= now() - INTERVAL 70 DAY\n      AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) >= 570\n      AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) < 960\n      AND ticker NOT IN ('SPCX')\n    GROUP BY ticker, d\n),\ncal AS (\n    SELECT d, row_number() OVER (ORDER BY d DESC) AS rn\n    FROM (SELECT DISTINCT d FROM sess)\n),\nper_name AS (\n    SELECT s.ticker AS ticker,\n           avgIf(s.vol, c.rn <= 5) AS adv_recent,\n           avgIf(s.vol, c.rn BETWEEN 6 AND 45) AS adv_base,\n           sumIf(s.dollars, c.rn <= 5) AS dollar_recent,\n           countIf(c.rn <= 5) AS recent_sessions,\n           countIf(c.rn BETWEEN 6 AND 45) AS base_sessions\n    FROM sess s INNER JOIN cal c ON s.d = c.d\n    GROUP BY s.ticker\n    HAVING adv_base > 100000 AND dollar_recent >= 500000000 AND recent_sessions = 5 AND base_sessions >= 35\n),\nleaders AS (\n    SELECT ticker, adv_recent / adv_base AS rvol_week, adv_base\n    FROM per_name\n    ORDER BY rvol_week DESC, ticker ASC\n    LIMIT 8\n),\ndaily AS (\n    SELECT l.ticker AS ticker,\n           l.rvol_week AS rvol_week,\n           c.rn AS rn,\n           s.vol / l.adv_base AS rvol_day\n    FROM sess s\n    INNER JOIN cal c ON s.d = c.d\n    INNER JOIN leaders l ON s.ticker = l.ticker\n    WHERE c.rn <= 5\n)\nSELECT ticker,\n       round(max(rvol_week), 1) AS week_rvol,\n       countIf(rvol_day >= 2) AS days_above_2x,\n       round(max(rvol_day), 1) AS peak_day_rvol,\n       argMax(rn, (rvol_day, -rn)) - 1 AS sessions_since_peak\nFROM daily\nGROUP BY ticker\nORDER BY days_above_2x ASC, peak_day_rvol ASC, ticker ASC","computed_at":"2026-08-25T13:06:34.727260+00:00","elapsed":87.267497029}