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How far the price travels while a position waits: SPY and NVDA, May 2026

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 2026-08-13, from Why Market Makers Lose Money: Adverse Selection.

as of ranking 6×3read in context →
How far the price travels while a position waits: SPY and NVDA, May 2026 — 6 rows by 3 columns, computed from US exchange, SIP and OPRA data.
hold_horizonspy_drift_bpsnvda_drift_bps
1 min1.95.5
2 min2.77.7
5 min4.212
15 min7.120.4
30 min1028.8
60 min14.140.4
Rows × columns
6 × 3
Computed
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 How far the price travels while a position waits: SPY and NVDA, May 2026, derived from the stored result.
ColumnTypeRangeNotes
hold_horizon text 6 distinct values (1 min, 15 min, 2 min…)
spy_drift_bps number 1.9 to 14.1
nvda_drift_bps number 5.5 to 40.4

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.

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.

WITH
  bars AS (
    SELECT ticker, window_start,
           toDate(toTimeZone(window_start, 'America/New_York')) AS et_date,
           toFloat64(close) AS px
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'NVDA')
      AND window_start >= '2026-05-01 00:00:00'
      AND window_start <  '2026-06-01 00:00:00'
      AND transactions >= 50
      AND close > 0
  ),
  starts AS (
    SELECT ticker, et_date, px, mins,
           window_start + toIntervalMinute(mins) AS future_start
    FROM (SELECT *, arrayJoin([1, 2, 5, 15, 30, 60]) AS mins FROM bars)
  )
SELECT
  concat(toString(s.mins), ' min')                                AS hold_horizon,
  round(avgIf(abs(f.px / s.px - 1) * 10000, s.ticker = 'SPY'), 1)  AS spy_drift_bps,
  round(avgIf(abs(f.px / s.px - 1) * 10000, s.ticker = 'NVDA'), 1) AS nvda_drift_bps
FROM starts AS s
INNER JOIN bars AS f
  ON f.ticker = s.ticker AND f.et_date = s.et_date AND f.window_start = s.future_start
GROUP BY s.mins
HAVING countIf(s.ticker = 'SPY') > 0 AND countIf(s.ticker = 'NVDA') > 0
ORDER BY s.mins
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