Buy Stop vs Sell Stop Orders: How Each Fires
How often a 2 percent stop distance gets touched, by nameranking ·
2026-10-06 · 6×3
KO quoted spread by half hour of the ET clock, one pinned sessionseries ·
2026-10-06 · 14×3
SPY: share of sessions opening a given distance from the prior closeranking ·
2026-10-06 · 5×3
Apple's eight widest downside opening gaps since 2021ranking ·
2026-10-06 · 8×4
How often a 2 percent stop distance gets touched, by name
How often a 2 percent stop distance gets touched, by name
| ticker | down_touch_pct | up_touch_pct |
|---|---|---|
| NVDA | 32.8 | 38 |
| MSFT | 20.8 | 25.2 |
| T | 18.4 | 19.2 |
| AAPL | 12.8 | 19.2 |
| KO | 6.4 | 10.8 |
| SPY | 2.8 | 2.8 |
the exact SQL behind every number
WITH px AS
(
SELECT
ticker,
date,
toFloat64(low) AS low_px,
toFloat64(high) AS high_px,
toFloat64(lagInFrame(close, 1) OVER (PARTITION BY ticker ORDER BY date)) AS prev_close
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('AAPL', 'KO', 'MSFT', 'NVDA', 'SPY', 'T')
AND date >= '2025-10-01'
AND date < '2026-10-01'
AND (ticker, date) NOT IN (SELECT ticker, execution_date FROM global_markets.stocks_splits)
)
SELECT
ticker,
round(100 * countIf(low_px <= prev_close * 0.98) / count(), 1) AS down_touch_pct,
round(100 * countIf(high_px >= prev_close * 1.02) / count(), 1) AS up_touch_pct
FROM px
WHERE prev_close > 0
GROUP BY ticker
ORDER BY down_touch_pct DESC
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