How far eight stocks move in a five minute window, trailing year

Name: How far eight stocks move in a five minute window, trailing year
Creator: Strasmore
Published: 2026-08-22
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 2026-08-22, from Why Stocks Halt: Limit Up-Limit Down Bands.

as of 2026-08-22 ranking 8×4read in context →

How far eight stocks move in a five minute window, trailing year — 8 rows by 4 columns, computed 2026-08-22 from US exchange, SIP and OPRA data.
ticker	p999_range_pct	max_range_pct	window_count
COIN	3.1	6.4	19664
MSTR	2.96	5.73	19664
MSFT	1.26	3.5	19664
TSLA	2	3.47	19664
NVDA	1.77	3.06	19664
KO	1.04	2.51	19664
SPY	0.5	2.32	19664
AAPL	1.53	2.15	19664

Rows × columns: 8 × 4
Computed: 2026-08-22
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 eight stocks move in a five minute window, trailing year, derived from the stored result.
Column	Type	Range	Notes
`ticker`	text	8 distinct values (AAPL, COIN, KO…)
`p999_range_pct`	number	0.5 to 3.1	percent
`max_range_pct`	number	2.15 to 6.4	percent
`window_count`	number	every row is 19,664	count

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 2026-08-22, and the query below is what returned them.

the exact SQL behind every number

SELECT
    ticker,
    round(quantileDeterministic(0.999)(range_pct, det), 2) AS p999_range_pct,
    round(max(range_pct), 2)                               AS max_range_pct,
    count()                                                AS window_count
FROM
(
    SELECT
        ticker,
        toStartOfFiveMinute(window_start)                     AS bucket,
        toUnixTimestamp(toStartOfFiveMinute(window_start))    AS det,
        (toFloat64(max(high)) - toFloat64(min(low)))
            / toFloat64(argMin(open, window_start)) * 100     AS range_pct
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'KO', 'AAPL', 'MSFT', 'NVDA', 'TSLA', 'COIN', 'MSTR')
      AND window_start >= today() - 370
      AND window_start <  today() - 2
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) < 960
    GROUP BY ticker, bucket, det
    HAVING min(low) > 0
)
GROUP BY ticker
ORDER BY max_range_pct DESC

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