Q:

What can I do to speed up this SQL Query?

Here is some detail, I tried to make a SQLFiddle but I kept getting errors with my variables. This works in Sql Server 2008.  My question is, how can I make my query faster? I know I'm doing a number of things wrong here (repeated nester queries), I'm hoping to get someone to take a look and help me get this down from its 30 minute execution time! :-S
The basic idea behind the query is that in the game I want to find all players which haven't moved 5 units for a period of time, who have fired whilst stood still and did not fire for 60 minutes before they stopped moving.
The query works, but it's the AND NOT EXISTS clause which is slowing things down to a crawl, before I added that it took 16 seconds to run! 16 seconds is still a long time, so any other improvements would be appreciated, but for now with this being my own POC game (just throwing bits and pieces together), 16 seconds is acceptable... 
DECLARE @n INT , @DistanceLimit INT
SELECT  @n = 2 , @DistanceLimit = 5;

WITH    partitioned
          AS ( SELECT   * ,
                        CASE WHEN Distance < @DistanceLimit THEN 1
                             ELSE 0
                        END AS PartitionID
               FROM     EntityStateEvent
               WHERE    ExerciseID = '8B50D860-6C4E-11E1-8E70-0025648E65EC'
             ),
        sequenced
          AS ( SELECT   ROW_NUMBER() OVER ( PARTITION BY PlayerID ORDER BY EventTime ) AS MasterSeqID ,
                        ROW_NUMBER() OVER ( PARTITION BY PlayerID, PartitionID ORDER BY EventTime ) AS PartIDSeqID ,
                        *
               FROM     partitioned
             ),
        filter
          AS ( SELECT   MasterSeqID - PartIDSeqID AS GroupID ,
                        MIN(MasterSeqID) AS GroupFirstMastSeqID ,
                        MAX(MasterSeqID) AS GroupFinalMastSeqID ,
                        PlayerID
               FROM     sequenced
               WHERE    PartitionID = 1
               GROUP BY PlayerID ,
                        MasterSeqID - PartIDSeqID
               HAVING   COUNT(*) >= @n
             )
    SELECT
DISTINCT    ( sequenced.PlayerID ) ,
            MIN(sequenced.EventTime) AS StartTime ,
            MAX(sequenced.EventTime) AS EndTime ,
            DATEDIFF(minute, MIN(sequenced.EventTime),
                     MAX(sequenced.EventTime)) AS StaticTime ,
            Player.Designation AS 'Player'
    FROM    filter
            INNER JOIN sequenced ON sequenced.PlayerID = filter.PlayerID
                                    AND sequenced.MasterSeqID >= filter.GroupFirstMastSeqID
                                    AND sequenced.MasterSeqID <= filter.GroupFinalMastSeqID
            INNER JOIN Events ON Events.FiringPlayerID = sequenced.PlayerID 
            INNER JOIN Player ON Player.PlayerID = sequenced.PlayerID
                                 AND Player.Force = 'FR'
                                 AND NOT EXISTS ( SELECT    *
                                                  FROM      Events
                                                  WHERE     Events.FiringPlayerID = Player.PlayerID
                                                  GROUP BY  Events.FiringTime
                                                  HAVING    Events.FiringTime BETWEEN DATEADD(minute,
                                                              -60,
                                                              ( SELECT
                                                              MIN(s.EventTime)
                                                              FROM
                                                              sequenced s
                                                              WHERE
                                                              s.PlayerID = filter.PlayerID
                                                              AND s.MasterSeqID >= filter.GroupFirstMastSeqID
                                                              AND s.MasterSeqID <= filter.GroupFinalMastSeqID
                                                              ))
                                                              AND
                                                              ( SELECT
                                                              MIN(s.EventTime)
                                                              FROM
                                                              sequenced s
                                                              WHERE
                                                              s.PlayerID = filter.PlayerID
                                                              AND s.MasterSeqID >= filter.GroupFirstMastSeqID
                                                              AND s.MasterSeqID <= filter.GroupFinalMastSeqID
                                                              ) )
            INNER JOIN Player HitPlayer ON HitPlayer.PlayerID = Events.HitPlayerID
    WHERE   HitPlayer.[FORCE] = 'HO'
    GROUP BY GroupID ,
            sequenced.PlayerID ,
            Events.FiringPlayerID ,
            Events.FiringTime ,
            Player.Designation
    HAVING  DATEDIFF(minute, MIN(sequenced.EventTime),
                     MAX(sequenced.EventTime)) > 5
            AND Events.FiringTime BETWEEN MIN(sequenced.EventTime)
                                  AND     MAX(sequenced.EventTime)
    ORDER BY StartTime

A:

The first thing I'd do is materialize the sequenced CTE, since it is used 4 times in the overall schema of things.
This would mean moving around some code and using #temp tables in place of the sequential CTEs. It would also work out an order of magnitude better since you can cluster #temp tables and create useful indexes for the JOINs.
See this SQLFiddle that shows that CTEs can be evaluated many times, once for each reference.

