by_year
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 2026-09-19, from what-is-a-liquidity-sweep.
| year | high_sweep_pct | low_sweep_pct |
|---|---|---|
| 2021 | 24.6 | 16.3 |
| 2022 | 17.1 | 20.3 |
| 2023 | 19.2 | 21.6 |
| 2024 | 23.4 | 17.1 |
| 2025 | 22.8 | 18.8 |
- Rows × columns
- 5 × 3
- 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 |
|---|---|---|---|
year |
number | 2,021 to 2,025 | |
high_sweep_pct |
number | 17.1 to 24.6 | percent |
low_sweep_pct |
number | 16.3 to 21.6 | percent |
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
SELECT
toYear(date) AS year,
round(100.0 * countIf(hi > prior_hi AND cl < prior_hi) / count(), 1) AS high_sweep_pct,
round(100.0 * countIf(lo < prior_lo AND cl > prior_lo) / count(), 1) AS low_sweep_pct
FROM
(
SELECT
date,
hi,
lo,
cl,
lagInFrame(hi) OVER (ORDER BY date ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prior_hi,
lagInFrame(lo) OVER (ORDER BY date ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prior_lo
FROM
(
SELECT
date,
argMax(high, _ingest_time) AS hi,
argMax(low, _ingest_time) AS lo,
argMax(close, _ingest_time) AS cl
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'SPY'
AND date >= '2020-12-31'
AND date < '2026-01-01'
GROUP BY date
)
)
WHERE date >= '2021-01-01'
AND prior_hi > 0
GROUP BY year
ORDER BY year
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 analysiswhat-is-a-liquidity-sweep
sweep_day_peak
ranking 3×2
→
sweep_day_trace
series 26×4
→
top_sweeps
series 10×7
→
base_rate
table 7×6
→
Top 25 weekly-options underlyings by distinct contracts traded, with expiration weekdays
ranking 25×4
→
Annualized volatility vs total return, 25 large caps, calmest to wildest (~2 years)
ranking 25×3
→
See all 2,401 queries →