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 · 5×4
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2026-10-08 · 50×5
How far SPY's open sat from the prior close, every session since 2006ranking ·
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The ten deepest gap-down opens in SPY since 2006, and where those sessions tradedranking ·
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Stock Order Types Explained: The Core Four
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Average quoted spread across six household names, one mid-morning hourranking ·
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How often a buy limit under the prior close was reached (AAPL, one year of sessions)ranking ·
2026-10-08 · 6×2
Overnight gap between one close and the next open, year to Sep 2026ranking ·
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Forex Pending Order Types: Limits & Stops
Median and 95th-percentile opening step by weekday (SPY, 2016 to 2026)series ·
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How often a session reached a level set away from the open (SPY, 2016 to 2026)ranking ·
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How far the open landed from the prior close (SPY sessions, 2016 to 2026)ranking ·
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The ten largest opening steps in SPY, 2016 to 2026series ·
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Buy Stop vs Sell Stop Orders: How Each Fires
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KO quoted spread by half hour of the ET clock, one pinned sessionseries ·
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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
Bracket Orders and OCO Orders Explained
Share of SPY sessions reaching a given distance from the open (Aug 2023 to Jul 2026)ranking ·
2026-10-04 · 6×3
AAPL's ten largest overnight gaps down, Jan 2023 to Jun 2026ranking ·
2026-10-04 · 10×2
Typical daily range and open-to-close move, trailing yearranking ·
2026-10-04 · 6×3
SPY minute-bar movement and volume by ET clock timeseries ·
2026-10-04 · 32×3
Why Stop Orders Fill Below Your Stop
KO's quoted spread and displayed size across one full trading day, 15 September 2026series ·
2026-10-03 · 27×4
SPY's twelve deepest gap-down opens since 2021, measured against the prior closeseries ·
2026-10-03 · 12×4
How often six household names open under the prior closetable ·
2026-10-03 · 6×5
What Is a Liquidity Sweep in Trading?
SPY 2025: the ten widest pokes above the prior day's high that closed back below itseries ·
2026-09-28 · 10×7
Inside the widest 2025 SPY sweep day: fifteen-minute high, low and volumeseries ·
2026-09-28 · 26×4
Volume in the fifteen minutes that printed the high, beside the session's median and busiest slicesranking ·
2026-09-28 · 3×2
SPY: share of sessions that swept the prior day's high or low, by yearranking ·
2026-09-28 · 5×3
How often a session pokes through the prior day's high or low and closes back inside, 2021 to 2025table ·
2026-09-28 · 7×6
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
| label | first_trigger_day | days_into_window | closes_at_or_below_trail |
|---|---|---|---|
| 5% trail | Jan 6, 2022 | 3 | 104 |
| 8% trail | Jan 19, 2022 | 16 | 82 |
| 10% trail | Jan 21, 2022 | 18 | 65 |
| 15% trail | Mar 14, 2022 | 70 | 38 |
| 20% trail | May 12, 2022 | 129 | 25 |
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
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