How QQQ Holdings Are Weighted, and Capped
QQQ volume on the December reconstitution Friday against the rest of the monthranking ·
2026-09-25 · 10×4
Average daily dollar volume, non-technology Nasdaq-100 members, trailing three monthsranking ·
2026-09-25 · 12×2
Market value of the largest Nasdaq-100 securities, and each one's share of the groupranking ·
2026-09-25 · 11×3
Leveraged ETF Rebalancing Into the Close
The twelve biggest 2025 index moves and the reset trade each one requiresseries ·
2026-09-22 · 12×6
The final half hour on 2025's largest-move session, against a typical 2025 sessionseries ·
2026-09-22 · 31×3
2025 sessions by index move size, and the 3x reset each bucket impliesranking ·
2026-09-22 · 5×3
Share of session volume printed in the 4:00 p.m. minute, July to December 2025ranking ·
2026-09-22 · 8×4
QQQ volume on the December reconstitution Friday against the rest of the month
QQQ volume on the December reconstitution Friday against the rest of the month
| year | recon_friday_volume_mn | other_december_volume_mn | recon_day_ratio |
|---|---|---|---|
| 2016 | 26.3 | 23.6 | 1.11 |
| 2017 | 49.8 | 30.1 | 1.65 |
| 2018 | 141.1 | 69.7 | 2.03 |
| 2019 | 27.6 | 20.2 | 1.37 |
| 2020 | 41.2 | 25.1 | 1.64 |
| 2021 | 81.5 | 54.8 | 1.49 |
| 2022 | 68.1 | 49.1 | 1.39 |
| 2023 | 62.9 | 42.3 | 1.49 |
| 2024 | 60.1 | 28.2 | 2.13 |
| 2025 | 60.4 | 47.8 | 1.26 |
the exact SQL behind every number
WITH dec_days AS
(
SELECT
toYear(date) AS yr,
toFloat64(volume) AS vol,
toDayOfWeek(date) = 5 AND toDayOfMonth(date) BETWEEN 15 AND 21 AS is_recon_friday
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'QQQ'
AND toMonth(date) = 12
AND date >= '2016-12-01'
)
SELECT
toString(yr) AS year,
round(maxIf(vol, is_recon_friday) / 1e6, 1) AS recon_friday_volume_mn,
round(avgIf(vol, NOT is_recon_friday) / 1e6, 1) AS other_december_volume_mn,
round(maxIf(vol, is_recon_friday) / avgIf(vol, NOT is_recon_friday), 2) AS recon_day_ratio
FROM dec_days
GROUP BY yr
HAVING countIf(is_recon_friday) > 0 AND countIf(NOT is_recon_friday) > 0
ORDER BY yr
More from this analysisHow QQQ Holdings Are Weighted, and Capped
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