proxy_scorecard

Name: proxy_scorecard
Creator: Strasmore
Published: 2026-09-26
License: https://www.strasmore.com/terms/

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 2026-09-26, from what-is-commodity-trading.

as of 2026-09-26 ranking 8×4read in context →

proxy_scorecard — 8 rows by 4 columns, computed 2026-09-26 from US exchange, SIP and OPRA data.
ticker	return_12m_pct	realized_vol_pct	sessions
USO	108.4	49.2	254
DBC	49.1	20.6	254
SLV	43.9	62.5	254
CPER	42	29	254
GLD	13.5	29.3	254
CORN	11.8	16.6	254
DBA	6.3	11.5	254
UNG	-4.9	58.5	254

Rows × columns: 8 × 4
Computed: 2026-09-26
Completeness: No missing values
Source: US exchange, SIP and OPRA market data
Licence: Strasmore terms · free, no signup
Formats: JSON · CSV · the SQL below

What each column holds

Column definitions for proxy_scorecard, derived from the stored result.
Column	Type	Range	Notes
`ticker`	text	8 distinct values (CORN, CPER, DBA…)
`return_12m_pct`	number	-4.9 to 108.4	percent
`realized_vol_pct`	number	11.5 to 62.5	percent
`sessions`	number	every row is 254

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 2026-09-26, 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.

SELECT
    ticker,
    round((last_close / first_close - 1) * 100, 1) AS return_12m_pct,
    round(daily_vol * sqrt(252) * 100, 1)          AS realized_vol_pct,
    sessions
FROM
(
    SELECT
        ticker,
        argMin(c, date)             AS first_close,
        argMax(c, date)             AS last_close,
        stddevSampIf(ret, prev > 0) AS daily_vol,
        count()                     AS sessions
    FROM
    (
        SELECT
            ticker,
            date,
            c,
            prev,
            if(prev > 0, c / prev - 1, 0) AS ret
        FROM
        (
            SELECT
                ticker,
                date,
                toFloat64(close) AS c,
                lagInFrame(toFloat64(close), 1, toFloat64(0)) OVER (PARTITION BY ticker ORDER BY date) AS prev
            FROM global_markets.stocks_daily_aggs
            WHERE ticker IN ('USO', 'UNG', 'GLD', 'SLV', 'CPER', 'DBA', 'DBC', 'CORN')
              AND date >= today() - 370
              AND date <  today() - 1
        )
    )
    GROUP BY ticker
    HAVING sessions >= 200
)
ORDER BY return_12m_pct DESC

SQL to run

SELECT
    ticker,
    round((last_close / first_close - 1) * 100, 1) AS return_12m_pct,
    round(daily_vol * sqrt(252) * 100, 1)          AS realized_vol_pct,
    sessions
FROM
(
    SELECT
        ticker,
        argMin(c, date)             AS first_close,
        argMax(c, date)             AS last_close,
        stddevSampIf(ret, prev > 0) AS daily_vol,
        count()                     AS sessions
    FROM
    (
        SELECT
            ticker,
            date,
            c,
            prev,
            if(prev > 0, c / prev - 1, 0) AS ret
        FROM
        (
            SELECT
                ticker,
                date,
                toFloat64(close) AS c,
                lagInFrame(toFloat64(close), 1, toFloat64(0)) OVER (PARTITION BY ticker ORDER BY date) AS prev
            FROM global_markets.stocks_daily_aggs
            WHERE ticker IN ('USO', 'UNG', 'GLD', 'SLV', 'CPER', 'DBA', 'DBC', 'CORN')
              AND date >= today() - 370
              AND date <  today() - 1
        )
    )
    GROUP BY ticker
    HAVING sessions >= 200
)
ORDER BY return_12m_pct DESC

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