gap_trace

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
        date,
        toFloat64(any(open))  AS open_px,
        toFloat64(any(low))   AS low_px,
        toFloat64(any(close)) AS close_px
    FROM global_markets.stocks_daily_aggs
    WHERE ticker = 'SPY'
      AND date >= '2021-01-01'
      AND date <  '2026-10-01'
    GROUP BY date
),
with_prev AS
(
    SELECT
        date,
        open_px,
        low_px,
        close_px,
        any(close_px) OVER (ORDER BY date ROWS BETWEEN 1 PRECEDING AND 1 PRECEDING) AS prev_close
    FROM sessions
),
ranked AS
(
    SELECT
        date,
        round((open_px  / prev_close - 1) * 100, 2) AS open_vs_prev_close_pct,
        round((low_px   / prev_close - 1) * 100, 2) AS low_vs_prev_close_pct,
        round((close_px / prev_close - 1) * 100, 2) AS close_vs_prev_close_pct
    FROM with_prev
    WHERE prev_close > 0
    ORDER BY open_vs_prev_close_pct ASC
    LIMIT 12
)
SELECT
    toString(date)           AS session_date,
    open_vs_prev_close_pct,
    low_vs_prev_close_pct,
    close_vs_prev_close_pct
FROM ranked
ORDER BY date