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Ratio Spreads: Breakevens and Naked Risk
AAPL 25-session moves since January 2021, by sizeranking · 2026-08-13 · 6×3Preview: 6 ranked values, largest first.
AAPL 25-session moves since January 2021, by size

AAPL 25-session moves since January 2021, by size

most recentas of ranking 6×3read in context →
AAPL 25-session moves since January 2021, by size — 6 rows by 3 columns, computed from US exchange, SIP and OPRA data.
move_bucketwindow_countshare_of_windows_pct
down more than 5%29921.7
down 0 to 5%27219.8
up 0 to 5%29221.2
up 5 to 10%28320.6
up 10 to 15%14910.8
up more than 15%805.8
the exact SQL behind every number
WITH
    daily AS
    (
        SELECT
            date,
            toFloat64(max(close)) AS close_px
        FROM global_markets.stocks_daily_aggs
        WHERE ticker = 'AAPL'
          AND date >= '2021-01-04'
          AND date <= '2026-07-31'
        GROUP BY date
    ),
    indexed AS
    (
        SELECT
            date,
            close_px,
            row_number() OVER (ORDER BY date) AS n
        FROM daily
    ),
    moves AS
    (
        SELECT 100 * (b.close_px / a.close_px - 1) AS fwd_move_pct
        FROM indexed AS a
        INNER JOIN indexed AS b ON b.n = a.n + 25
    ),
    totals AS
    (
        SELECT count() AS all_windows FROM moves
    )
SELECT
    multiIf(
        fwd_move_pct < -5,  'down more than 5%',
        fwd_move_pct <  0,  'down 0 to 5%',
        fwd_move_pct <  5,  'up 0 to 5%',
        fwd_move_pct < 10,  'up 5 to 10%',
        fwd_move_pct < 15,  'up 10 to 15%',
                            'up more than 15%')  AS move_bucket,
    count()                                       AS window_count,
    round(100 * count() / any(t.all_windows), 1)  AS share_of_windows_pct
FROM moves AS m
CROSS JOIN totals AS t
GROUP BY move_bucket
ORDER BY min(m.fwd_move_pct)
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