gap_down_counts

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 sessions AS
(
    SELECT
        ticker,
        date,
        toFloat64(any(open))  AS open_px,
        toFloat64(any(close)) AS close_px
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO', 'XOM')
      AND date >= '2021-01-01'
      AND date <  '2026-10-01'
    GROUP BY ticker, date
),
gaps AS
(
    SELECT
        ticker,
        round((open_px / prev_close - 1) * 100, 2) AS gap_pct
    FROM
    (
        SELECT
            ticker,
            date,
            open_px,
            any(close_px) OVER (PARTITION BY ticker ORDER BY date ROWS BETWEEN 1 PRECEDING AND 1 PRECEDING) AS prev_close
        FROM sessions
    )
    WHERE prev_close > 0
)
SELECT
    ticker                        AS symbol,
    count()                       AS session_count,
    countIf(gap_pct <= -1)        AS opens_1pct_below,
    countIf(gap_pct <= -3)        AS opens_3pct_below,
    round(abs(min(gap_pct)), 2)   AS deepest_gap_down_abs_pct
FROM gaps
GROUP BY ticker
ORDER BY opens_3pct_below DESC