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

3,256 answered market questions

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Trailing Stop vs Trailing Stop-Limit Orders
When each trail width would first have been reached, same position, January to June 2022series · 2026-10-08 · 5×4Preview: a 5-point series, ending lower. A 10% trail ratcheting under AAPL's high-water close, January to mid-March 2022series · 2026-10-08 · 50×5Preview: a 16-point series, roughly flat. How far SPY's open sat from the prior close, every session since 2006ranking · 2026-10-08 · 6×3Preview: 6 ranked values, smallest first. The ten deepest gap-down opens in SPY since 2006, and where those sessions tradedranking · 2026-10-08 · 10×4Preview: 10 ranked values, largest first.
Market data quality checks that catch real bugs
Declared split ratio against the close ratio across the effective dateranking · 2026-10-07 · 10×3Preview: 10 ranked values, largest first. One symbol's quote messages against the sequence numbers they spanseries · 2026-10-07 · 60×3Preview: a 16-point series, ending higher. Condition codes on one hour of prints, named from the exchange reference listranking · 2026-10-07 · 9×3Preview: 9 ranked values, largest first. Venue stamp to consolidated stamp, minute by minuteseries · 2026-10-07 · 60×3Preview: a 16-point series, ending lower. Locked, crossed and one sided quote rates across six household namesranking · 2026-10-07 · 6×4Preview: 6 ranked values, smallest first.
Protective Put vs Stop-Loss Order
How often six household names opened 2% or more below the prior close (10 years)table · 2026-10-05 · 6×5 AAPL's ten deepest overnight gaps down since October 2016, and where the session low wentseries · 2026-10-05 · 10×4Preview: a 10-point series, roughly flat.
Can You Lose More Than You Invest?
The largest US oil tracking fund through April 2020: daily close and session lowseries · 2026-10-05 · 17×3Preview: a 16-point series, ending lower. 2023 run from the first close of the year: year end and peakranking · 2026-10-05 · 6×3Preview: 6 ranked values, largest first. Deepest overnight gap down per name, 2015 to 2025 (split dates removed)ranking · 2026-10-05 · 6×3Preview: 6 ranked values, largest first. One NVDA option contract, mid January to March 1, 2024: the furthest travellerseries · 2026-10-05 · 33×3Preview: a 16-point series, ending higher.
Volatility Targeting for Position Sizing
SPY realised volatility by month against a 10% targetseries · 2026-10-04 · 72×4Preview: a 16-point series, roughly flat. What the lookback window costs in daily turnover (SPY, 10% target, 2x cap)ranking · 2026-10-04 · 4×4Preview: 4 ranked values, largest first. One 10% risk budget, six names, six different weightsranking · 2026-10-04 · 6×4Preview: 6 ranked values, smallest first. Weekly realised volatility and the weight it implied, Nov 2019 to Apr 2020series · 2026-10-04 · 25×4Preview: a 16-point series, ending lower.
Paper Trading Before Real Money
One session shape: median quoted spread by half-hour bucket, Ford (F), recent completed sessionsseries · 2026-10-04 · 13×3Preview: a 13-point series, ending lower. Five years of sessions: share closing above the open, typical move, and the extremes (SPY, 2021-2025)table · 2026-10-04 · 5×6 What a real fill costs: median quoted spread in bps of the midpoint, regular hours, recent completed sessionsranking · 2026-10-04 · 6×4Preview: 6 ranked values, smallest first.
The 7% Sell Rule Explained: O'Neil's Stop-Loss
Position size allowed by a $500 risk budget at each stop distanceranking · 2026-09-12 · 3×2Preview: 3 ranked values, largest first. Gain needed to get back to even after a lossranking · 2026-09-12 · 6×3Preview: 6 ranked values, smallest first.
How Long a Losing Streak Is Normal
Chance of at least one losing streak of five, eight or ten in a 200 trade seriesranking · 2026-08-17 · 5×4Preview: 5 ranked values, smallest first. Chance of at least one five loss run at a 70 percent win rate, by series lengthranking · 2026-08-17 · 5×2Preview: 5 ranked values, smallest first. One named window against somewhere in a 200 trade series, at a 70 percent win rateranking · 2026-08-17 · 3×4Preview: 3 ranked values, largest first. How long the worst losing run of a 200 trade series usually is, at a 70 percent win rateranking · 2026-08-17 · 7×3Preview: 7 ranked values, largest first. Drawdown from an eight and a ten loss streak, by risk per traderanking · 2026-08-17 · 4×4Preview: 4 ranked values, smallest first.
The 3-5-7 Rule in Options, Examined
One-day move profile, seven household names, July 2025 to June 2026table · 2026-08-15 · 7×6 S&P 500 tracker (SPY): down sessions by calendar year, 2016 to mid-2026table · 2026-08-15 · 11×5 Worst five-session stretch and deepest in-window drawdown, July 2025 to June 2026ranking · 2026-08-15 · 7×4Preview: 7 ranked values, smallest first.
Kelly Criterion Position Sizing, Measured
Kelly inputs from daily closes, 2016 through 2025: win rate, average gain, average loss, and the fraction the formula returnstable · 2026-07-31 · 6×5 The same Kelly calculation on the S&P 500 tracker, year by year, 2016 through 2025table · 2026-07-31 · 10×5 One decade of S&P 500 daily returns compounded at eight fixed bet sizes: ending wealth and worst drawdownranking · 2026-07-31 · 8×3Preview: 8 ranked values, smallest first.
Protective Puts: Portfolio Insurance
The SPY $740 put's value over its final weeks (expired Jun 18 2026)series · 2026-07-16 · 11×2Preview: a 11-point series, roughly flat. 100 SPY shares alone vs. the same shares with one $740 put held against themseries · 2026-07-16 · 11×3Preview: a 11-point series, ending lower. The SPY $760 call you could sell to finance the put (early June 2026)series · 2026-07-16 · 5×2Preview: a 5-point series, ending lower.
When each trail width would first have been reached, same position, January to June 2022

When each trail width would first have been reached, same position, January to June 2022

most recentas of series 5×4read in context →
When each trail width would first have been reached, same position, January to June 2022 — 5 rows by 4 columns, computed from US exchange, SIP and OPRA data.
labelfirst_trigger_daydays_into_windowcloses_at_or_below_trail
5% trailJan 6, 20223104
8% trailJan 19, 20221682
10% trailJan 21, 20221865
15% trailMar 14, 20227038
20% trailMay 12, 202212925
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 = 'AAPL'
      AND date >= '2022-01-03'
      AND date <  '2022-07-01'
    GROUP BY date
),
marked AS
(
    SELECT
        date,
        close_px,
        max(close_px) OVER (ORDER BY date ASC ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS peak_close
    FROM daily
),
widths AS
(
    SELECT arrayJoin([5, 8, 10, 15, 20]) AS trail_pct
)
SELECT
    concat(toString(w.trail_pct), '% trail')           AS label,
    formatDateTime(min(m.date), '%b %e, %Y')           AS first_trigger_day,
    dateDiff('day', toDate('2022-01-03'), min(m.date)) AS days_into_window,
    count()                                            AS closes_at_or_below_trail
FROM marked AS m
CROSS JOIN widths AS w
WHERE m.close_px <= m.peak_close * (1 - w.trail_pct / 100)
GROUP BY w.trail_pct
ORDER BY w.trail_pct ASC
$