Jak jsem pochopil, potřebujete toto:
select client_ID, status_id, from_date, to_date,
sum(start_of_group) over (order by client_ID, from_date) + 1 rank
from (SELECT c.client_ID, c.status_id, c.from_date, c.to_date,
case when lag(c.client_ID, 1, c.client_ID) over (order by c.client_ID, c.from_date) = c.client_ID
and lag(c.status_id, 1, c.status_id) over (order by c.client_ID, c.from_date) = c.status_id
then 0 else 1 end start_of_group
FROM client c)
order by client_ID, from_date