Macro Picture Entering H2 2026, With Receipts
SPY month by month in H1 2026: regular-hours open-to-close return per monthranking ·
2026-08-11 · 6×4
The labor market, monthly: unemployment, participation, average hourly earnings, with ingest receiptstable ·
2026-08-11 · 6×5
Model-based inflation expectations by horizon, monthlyranking ·
2026-08-11 · 6×4
The Treasury curve at each month-end of H1 2026: bill, 2-year, 10-year, and the spreads between themtable ·
2026-08-11 · 6×8
CPI year-over-year, computed from the index against the same month a year earliertable ·
2026-08-11 · 6×5
CPI month-over-month, computed from the index against the prior monthranking ·
2026-08-11 · 6×3
The as-of receipts: every June print on file, the July CPI column armed as the next tripwirescalar ·
2026-08-11 · 1×51
How Markets Price Fed Rate Odds
TLT call deltas read as implied probabilities: chain of Sep 15, 2025, expiring Sep 19ranking ·
2026-08-03 · 9×4
Front-end Treasury yields by month, January 2024 to June 2026series ·
2026-08-03 · 30×5
Five-session move in short Treasury yields into each 2025 FOMC decision dayranking ·
2026-08-03 · 8×3
The short end of the Treasury curve around the September 2025 FOMC meetingseries ·
2026-08-03 · 42×4
SPY month by month in H1 2026: regular-hours open-to-close return per month
SPY month by month in H1 2026: regular-hours open-to-close return per month
| period_start | month_open | month_close | spy_return_pct |
|---|---|---|---|
| 2026-01-01 | 685.71 | 691.85 | 0.9 |
| 2026-02-01 | 689.58 | 686.23 | -0.49 |
| 2026-03-01 | 678.7 | 650.24 | -4.19 |
| 2026-04-01 | 653.9 | 718.43 | 9.87 |
| 2026-05-01 | 721.25 | 756.4 | 4.87 |
| 2026-06-01 | 755.36 | 746.32 | -1.2 |
the exact SQL behind every number
WITH bars AS (
SELECT toStartOfMonth(toDate(toTimeZone(window_start, 'America/New_York'))) AS m,
window_start, open, close
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= toDateTime('2026-01-01 00:00:00')
AND window_start < toDateTime('2026-07-01 00:00:00')
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959
)
SELECT toString(m) AS period_start,
round(argMin(toFloat64(open), window_start), 2) AS month_open,
round(argMax(toFloat64(close), window_start), 2) AS month_close,
round((argMax(toFloat64(close), window_start) / argMin(toFloat64(open), window_start) - 1) * 100, 2) AS spy_return_pct
FROM bars
GROUP BY m
ORDER BY m
More from this analysisMacro Picture Entering H2 2026, With Receipts
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