MySQL 8.0

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CREATE TABLE IF NOT EXISTS `test`
(
   `date_time` DATETIME UNIQUE NOT NULL,
   `data` INT NOT NULL
)
ENGINE InnoDB;
INSERT INTO `test` VALUES
('2017-01-02', 2),
('2017-01-03', 4),
('2017-01-04', 1),
('2017-01-05', 3),
('2017-01-06', 1),
('2017-01-07', 4),
('2017-01-08', 5),
('2017-01-09', -2),
('2017-01-10', 0),
('2017-01-11', -5),
('2017-01-12', 6),
('2017-01-13', 4),
('2017-01-14', 6)
;
SELECT DATE(`date_time`) AS `date`,
       `data`,
       MAX(`data`) OVER (ORDER BY `date_time` ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS `data_max`
FROM `test`


date
data
data_max


2017-01-02
2
2

2017-01-03
4
4

2017-01-04
1
4

2017-01-05
3
4

2017-01-06
1
4

2017-01-07
4
4

2017-01-08
5
5

2017-01-09
-2
5

2017-01-10
0
5

2017-01-11
-5
5

2017-01-12
6
6

2017-01-13
4
6

2017-01-14
6
6


WITH cte AS (SELECT DATE(`date_time`) AS `date`,
                    `data`,
                    MAX(`data`) OVER (ORDER BY `date_time` ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS `data_max`
             FROM `test`),
cte2 AS (SELECT `date`,
                `data`,
                `data_max`,
                CASE WHEN `data` < `data_max` THEN `data` - `data_max` END AS `data_diff`
         FROM cte)
SELECT `data_max`, 
       MIN(CASE WHEN `data_diff` IS NOT NULL THEN date END) AS diff_date_from,
       MAX(CASE WHEN `data_diff` IS NOT NULL THEN date END) AS diff_date_to
FROM cte2
GROUP BY `data_max`
HAVING diff_date_from IS NOT NULL


data_max
diff_date_from
diff_date_to


4
2017-01-04
2017-01-06

5
2017-01-09
2017-01-11

6
2017-01-13
2017-01-13

date	data	data_max
2017-01-02	2	2
2017-01-03	4	4
2017-01-04	1	4
2017-01-05	3	4
2017-01-06	1	4
2017-01-07	4	4
2017-01-08	5	5
2017-01-09	-2	5
2017-01-10	0	5
2017-01-11	-5	5
2017-01-12	6	6
2017-01-13	4	6
2017-01-14	6	6