STRASMORE/EXPLORE 2,170 QUERIES 22Y EQUITIES · 12Y OPTIONS

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The January Effect: Does It Still Work?
SPY share volume around the turn of the year, averaged since 2011ranking · 2026-08-11 · 19×3Preview: 16 ranked values, largest first. Distinct symbols printing at least one session, by yearranking · 2026-08-11 · 20×2Preview: 16 ranked values, smallest first. The tape by average dollar volume, June 2026ranking · 2026-08-11 · 5×3Preview: 5 ranked values, largest first. Every January on the daily tape, in trading sessionsranking · 2026-08-11 · 23×2Preview: 16 ranked values, smallest first.
When Companies Announce Dividend Raises
Share of annual raises declared in the same month as the prior raise, by yearranking · 2026-08-03 · 10×4Preview: 10 ranked values, smallest first. Dividend raises by declaration month: US recurring quarterly payers, July 2015 to July 2026ranking · 2026-08-03 · 12×3Preview: 12 ranked values, largest first. JNJ dividend raises: declaration date, old rate, new rate, 2016 to 2026table · 2026-08-03 · 11×5 Typical raise month by company: twelve dividend growers, raises since 2016series · 2026-08-03 · 12×5Preview: a 12-point series, ending lower. Declaration record by year: recurring dividends, count, and days from declaration to ex-datetable · 2026-08-03 · 11×5
Does Sell in May and Go Away Work?
Growth of one dollar: holding all year vs holding only November through Aprilranking · 2026-08-03 · 21×3Preview: 16 ranked values, smallest first. The seasonal gap by era: average half-year returns and the spread between themtable · 2026-08-03 · 3×6 S&P 500 tracker: May to October vs November to April, season by seasonranking · 2026-08-03 · 21×3Preview: 16 ranked values, smallest first. Average S&P 500 tracker return by calendar month, May 2005 through April 2026table · 2026-08-03 · 12×5 SPY distributions by ex-dividend month: inside the May to October window vs outside itranking · 2026-08-03 · 19×3Preview: 16 ranked values, smallest first.
SPY share volume around the turn of the year, averaged since 2011

SPY share volume around the turn of the year, averaged since 2011

most recentas of ranking 19×3read in context →
SPY share volume around the turn of the year, averaged since 2011 — 19 rows by 3 columns, computed from US exchange, SIP and OPRA data.
labelavg_volume_millionsrelative_activity
Dec 21126.21.24
Dec 2285.80.85
Dec 2371.50.7
Dec 2450.80.5
Dec 2673.50.72
Dec 2780.60.79
Dec 2883.20.82
Dec 2980.10.79
Dec 3067.20.66
Dec 31105.31.04
Jan 02107.71.06
Jan 03104.41.03
Jan 04114.51.13
Jan 05105.21.04
Jan 061071.05
Jan 07102.41.01
Jan 0896.60.95
Jan 0982.60.81
Jan 10900.89
the exact SQL behind every number 
SELECT
    concat(
        if(toMonth(date) = 12, 'Dec ', 'Jan '),
        if(toDayOfMonth(date) < 10, concat('0', toString(toDayOfMonth(date))), toString(toDayOfMonth(date)))
    )                                      AS label,
    round(avg(toFloat64(volume)) / 1e6, 1) AS avg_volume_millions,
    round(avg(toFloat64(volume)) / (
        SELECT avg(toFloat64(volume))
        FROM global_markets.stocks_daily_aggs
        WHERE ticker = 'SPY'
          AND date >= '2011-01-01'
          AND date <  '2026-08-01'
    ), 2)                                  AS relative_activity
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'SPY'
  AND date >= '2011-01-01'
  AND date <  '2026-08-01'
  AND ((toMonth(date) = 12 AND toDayOfMonth(date) >= 21)
    OR (toMonth(date) = 1  AND toDayOfMonth(date) <= 10))
GROUP BY toMonth(date), toDayOfMonth(date)
ORDER BY if(toMonth(date) = 12, 0, 1), toDayOfMonth(date)
More from this analysisThe January Effect: Does It Still Work?
Every January on the daily tape, in trading sessions ranking 23×2 → Distinct symbols printing at least one session, by year ranking 20×2 → The tape by average dollar volume, June 2026 ranking 5×3 → Growth of one dollar: holding all year vs holding only November through April ranking 21×3 → See all 2,170 queries →
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