[Solved] Recursive CTE Table - Calculating EWMA (EMA) - How to optimize/refactor this code so it doesn\'t get killed by TDWM every time?

How to optimize this SQL query?

In case you have your own slow SQL query, you can optimize it automatically here.

For the query above, the following recommendations will be helpful as part of the SQL tuning process.
You'll find 3 sections below:

  1. Description of the steps you can take to speed up the query.
  2. The optimal indexes for this query, which you can copy and create in your database.
  3. An automatically re-written query you can copy and execute in your database.
The optimization process and recommendations:
  1. Avoid Selecting Unnecessary Columns (query line: 37): Avoid selecting all columns with the '*' wildcard, unless you intend to use them all. Selecting redundant columns may result in unnecessary performance degradation.
The optimized query:
WITH smooth AS (SELECT
        CAST(0.741870935 AS NUMERIC (20,
        5)) AS alpha), numbered AS (SELECT
        ROW_NUMBER() OVER (ORDER 
    BY
        my_table.customer_name,
        my_table.closed_date) AS rn,
        my_table.customer,
        my_table.closed_date,
        my_table.metric 
    FROM
        my_table), RECURSIVE EWMA AS (SELECT
        numbered.rn,
        numbered.customer,
        numbered.closed_date,
        numbered.metric,
        CAST(numbered.metric AS NUMERIC (20,
        5)) AS EWMA 
    FROM
        numbered 
    WHERE
        numbered.rn = 1 
    UNION
    ALL SELECT
        numbered.rn,
        numbered.customer,
        numbered.closed_date,
        numbered.metric,
        smooth.alpha * numbered.metric + (1 - smooth.alpha) * EWMA.EWMA 
    FROM
        EWMA 
    JOIN
        numbered 
            ON EWMA.rn + 1 = numbered.rn CROSS 
    JOIN
        smooth) SELECT
        * 
    FROM
        EWMA 
    ORDER BY
        EWMA.closed_date

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* original question posted on StackOverflow here.