{"slug":"unusual-volume-stocks-this-week","qid":"uv_scale","label":"How the whole qualifying universe traded this week, bucketed by relative volume","post_title":"Unusual Volume Stocks This Week, Measured","post_url":"/blog/unusual-volume-stocks-this-week#q-uv_scale","columns":["rvol_bucket","names","pct_of_universe","universe_names"],"rows":[{"rvol_bucket":"10x or more","names":0,"pct_of_universe":0,"universe_names":508},{"rvol_bucket":"5x to 10x","names":2,"pct_of_universe":0.4,"universe_names":508},{"rvol_bucket":"3x to 5x","names":3,"pct_of_universe":0.6,"universe_names":508},{"rvol_bucket":"2x to 3x","names":6,"pct_of_universe":1.2,"universe_names":508},{"rvol_bucket":"1.5x to 2x","names":2,"pct_of_universe":0.4,"universe_names":508},{"rvol_bucket":"1x to 1.5x","names":10,"pct_of_universe":2,"universe_names":508},{"rvol_bucket":"below 1x","names":485,"pct_of_universe":95.5,"universe_names":508}],"shape":"ranking","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),\nscored AS (\n    SELECT ticker,\n           multiIf(adv_recent / adv_base >= 10, 1,\n                   adv_recent / adv_base >= 5, 2,\n                   adv_recent / adv_base >= 3, 3,\n                   adv_recent / adv_base >= 2, 4,\n                   adv_recent / adv_base >= 1.5, 5,\n                   adv_recent / adv_base >= 1, 6, 7) AS bucket_key\n    FROM per_name\n),\nbuckets AS (\n    SELECT arrayJoin([(1, '10x or more'), (2, '5x to 10x'), (3, '3x to 5x'), (4, '2x to 3x'),\n                      (5, '1.5x to 2x'), (6, '1x to 1.5x'), (7, 'below 1x')]) AS bk\n)\nSELECT bk.2 AS rvol_bucket,\n       countIf(scored.bucket_key = bk.1) AS names,\n       round(100.0 * countIf(scored.bucket_key = bk.1) / count(), 1) AS pct_of_universe,\n       count() AS universe_names\nFROM scored CROSS JOIN buckets\nGROUP BY bk\nORDER BY bk.1 ASC","computed_at":"2026-08-25T13:05:07.331596+00:00","elapsed":58.43597837}