STRASMORE/EXPLORE 3,256 QUERIES 22Y EQUITIES · 12Y OPTIONS

3,256 answered market questions

every one with its exact SQL, its result and the date it was computed · free, no signup

How OHLCV Bars Are Built From Ticks
One-minute AAPL bars rebuilt from individual trades, June 10 2026series · 2026-08-08 · 15×6Preview: a 15-point series, ending lower.
Reproducible Backtest in Python, No API Key
A 20/50 moving-average crossover on SPY, year by year, against holdingranking · 2026-08-06 · 9×4Preview: 9 ranked values, smallest first. The same 20/50 rule on five liquid names, 2021 through 2025ranking · 2026-08-06 · 5×4Preview: 5 ranked values, largest first. Same rule, prior-session signal against same-session signal, SPY by yearranking · 2026-08-06 · 9×4Preview: 9 ranked values, smallest first.
What Is Maximum Drawdown? Depth vs Recovery
Same fund, five lookback windows: SPY maximum drawdown by sample length to July 31, 2026ranking · 2026-08-05 · 5×3Preview: 5 ranked values, smallest first. Completed SPY drawdowns since 2016: depth, days falling, days climbing backtable · 2026-08-05 · 8×5 SPY underwater curve: month end close against its running peak, 2016 to 2026series · 2026-08-05 · 127×2Preview: a 16-point series, roughly flat. Maximum drawdown against annualized volatility: eight large caps, five years to July 31, 2026ranking · 2026-08-05 · 8×3Preview: 8 ranked values, largest first.
Can an AI Trading Track Record Be Verified?
Median quoted spread and the cost of a $25,000 round trip: midday hour, July 15, 2026ranking · 2026-08-03 · 6×3Preview: 6 ranked values, largest first. SPY holding-period outcomes since 2015: 5th percentile, median, 95th percentiletable · 2026-08-03 · 4×7 How far SPY travels from its opening print, by ET half hour, first half of 2026series · 2026-08-03 · 13×3Preview: a 13-point series, ending higher. Six US index funds, identical window: price return, January 2 to June 30, 2026ranking · 2026-08-03 · 6×3Preview: 6 ranked values, largest first.
Does Sell in May and Go Away Work?
Growth of one dollar: holding all year vs holding only November through Aprilranking · 2026-08-03 · 21×3Preview: 16 ranked values, smallest first. The seasonal gap by era: average half-year returns and the spread between themtable · 2026-08-03 · 3×6 S&P 500 tracker: May to October vs November to April, season by seasonranking · 2026-08-03 · 21×3Preview: 16 ranked values, smallest first. Average S&P 500 tracker return by calendar month, May 2005 through April 2026table · 2026-08-03 · 12×5 SPY distributions by ex-dividend month: inside the May to October window vs outside itranking · 2026-08-03 · 19×3Preview: 16 ranked values, smallest first.
Learn Quant Trading From an Open Source Book
Twelve months of daily moves: annualized volatility and worst session, eight namesranking · 2026-08-02 · 8×3Preview: 8 ranked values, largest first. US tickers trading in a June week, and how many still traded in June 2026ranking · 2026-08-02 · 11×4Preview: 11 ranked values, smallest first. Average quoted spread by ET half hour: AAPL and KO, Friday July 17, 2026series · 2026-08-02 · 16×3Preview: a 16-point series, ending lower. Average distance from one session's close to the next session's open, monthlyseries · 2026-08-02 · 24×4Preview: a 16-point series, ending lower.
Multi-Agent AI Trading Systems: What Is Real
The window decides the answer: SPY calendar-year price return and intra-year high-to-low range, 2016-2025ranking · 2026-07-31 · 10×4Preview: 10 ranked values, smallest first. Where the money trades: US dollar volume by liquidity rank tier, regular hours, June 30 2026ranking · 2026-07-31 · 5×4Preview: 5 ranked values, smallest first. How big a typical session is: SPY close-to-close moves by size band, calendar 2025ranking · 2026-07-31 · 5×3Preview: 5 ranked values, largest first. The cost floor: median quoted spread in basis points of the midpoint, regular hours, June 22-26 2026ranking · 2026-07-31 · 6×4Preview: 6 ranked values, smallest first.
Look-Ahead Bias: The Backtest Killer
Survivorship in the universe: names trading each year, share still listed in July 2026, and median returntable · 2026-07-31 · 10×6 Same-bar decision vs a one-session lag: SPY, average session gain, 2016-2025table · 2026-07-31 · 10×5 The hindsight ceiling: SPY buy and hold, the same year without its biggest up days, and perfect one-day foresighttable · 2026-07-31 · 10×5
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Apple trailing dividend yield, as-paid sum against split-aware sum

Apple trailing dividend yield, as-paid sum against split-aware sum

most recentas of series 15×3read in context →
Apple trailing dividend yield, as-paid sum against split-aware sum — 15 rows by 3 columns, computed from US exchange, SIP and OPRA data.
monthas_paid_yield_pctadjusted_yield_pct
2020-09-012.750.69
2020-10-012.920.73
2020-11-012.20.68
2020-12-011.970.61
2021-01-011.980.61
2021-02-011.690.68
2021-03-011.680.67
2021-04-011.560.62
2021-05-011.160.67
2021-06-011.060.61
2021-07-010.990.57
2021-08-010.560.56
2021-09-010.60.6
2021-10-010.570.57
2021-11-010.520.52
the exact SQL behind every number
WITH
    monthly_price AS
    (
        SELECT
            toStartOfMonth(date)           AS month_start,
            argMax(toFloat64(close), date) AS month_end_close
        FROM global_markets.stocks_daily_aggs
        WHERE ticker = 'AAPL'
          AND date >= '2020-09-01'
          AND date <  '2021-12-01'
        GROUP BY month_start
    ),
    payments AS
    (
        SELECT
            ex_dividend_date                           AS ex_date,
            any(toFloat64(cash_amount))                AS as_paid,
            any(toFloat64(split_adjusted_cash_amount)) AS restated
        FROM global_markets.stocks_dividends
        WHERE ticker = 'AAPL'
          AND ex_dividend_date >= '2019-10-01'
          AND ex_dividend_date <  '2021-12-01'
        GROUP BY ex_dividend_date
    )
SELECT
    toString(p.month_start)                                  AS month,
    round(100 * sum(d.as_paid)  / any(p.month_end_close), 2) AS as_paid_yield_pct,
    round(100 * sum(d.restated) / any(p.month_end_close), 2) AS adjusted_yield_pct
FROM monthly_price AS p
CROSS JOIN payments AS d
WHERE d.ex_date >= addMonths(p.month_start, -11)
  AND d.ex_date <  addMonths(p.month_start, 1)
GROUP BY p.month_start
HAVING count() = 4
ORDER BY p.month_start
$