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

Why the Greeks Don't Add Up to Your P&L
Root sum of squared daily moves versus the net move, SPY by monthseries · 2026-10-09 · 12×4Preview: a 12-point series, roughly flat.
Root sum of squared daily moves versus the net move, SPY by month

Root sum of squared daily moves versus the net move, SPY by month

most recentas of series 12×4read in context →
Root sum of squared daily moves versus the net move, SPY by month — 12 rows by 4 columns, computed from US exchange, SIP and OPRA data.
monthmonth_labelpath_move_pctnet_move_pct
2025-07Jul 20251.962.3
2025-08Aug 20253.42.09
2025-09Sep 20252.123.25
2025-10Oct 20254.082.44
2025-11Nov 20254.10.28
2025-12Dec 20252.410.19
2026-01Jan 20262.841.5
2026-02Feb 20263.580.8
2026-03Mar 20265.385.19
2026-04Apr 20263.9610.07
2026-05May 20262.925.17
2026-06Jun 20264.991.17
the exact SQL behind every number
WITH
    daily AS
    (
        SELECT
            date,
            toFloat64(any(close)) AS close_px
        FROM global_markets.stocks_daily_aggs
        WHERE ticker = 'SPY'
          AND date >= '2025-06-20'
          AND date <  '2026-07-01'
        GROUP BY date
    ),
    seq AS
    (
        SELECT *, row_number() OVER (ORDER BY date) AS n
        FROM daily
    ),
    steps AS
    (
        SELECT
            toStartOfMonth(b.date)      AS m,
            b.close_px / a.close_px - 1 AS ret
        FROM seq AS a
        INNER JOIN seq AS b ON b.n = a.n + 1
        WHERE b.date >= '2025-07-01'
    )
SELECT
    formatDateTime(m, '%Y-%m')             AS month,
    formatDateTime(m, '%b %Y')             AS month_label,
    round(100 * sqrt(sum(pow(ret, 2))), 2) AS path_move_pct,
    round(100 * abs(sum(ret)), 2)          AS net_move_pct
FROM steps
GROUP BY m
ORDER BY m
$