The Queenstown-based team made a slow start to the season but rediscovered its form with a 6-3 win on Saturday and a 6-2 win yesterday.
It banked six points from the trip and has lifted its tally to 14 points.
The Canterbury Red Devils won both their fixtures and move into top spot with 21 points from 10 games.
The Thunder drops to second place with 19 points from 12 games, and the West Auckland Admirals are third with 17 points from 12 games.
The Botany Swarm is last with seven points from eight games.
The Thunder had the better of the initial stages yesterday and created plenty of scoring opportunities.
But defensively, the home side struggled to match the pace of the Stampede, who grew into the game.
The Stampede's opening goal was perhaps against the run of the play as Michael Weber caught up with the puck just in time to tip it past Thunder goalie Rick Parry.
Parry had an excellent game, denying the visitors four of five goals and making countless other saves worthy of praise.
His counterpart, Aston Brookes, was equally impressive and, arguably, busier.
But the Stampede's superior passing game and speed across the ice created clearer opportunities.
Trailing 1-0 at the break, the Thunder equalised shortly after the resumption through Mike Morrison.
But Weber replied 2min later and Brian Horwitz and Matthew Schneider both got on the score board before the second period ended.
Schneider's goal was the product of a terrible defensive error that left him open metres from the goal.
He cut a towering figure on the ice and nabbed a fifth in the final period to put the game beyond doubt.
That goal was born through superb defence.
The Stampede had two players in the penalty box and were forced to defend three-on-five for more than a minute but held firm.
With the numbers even again, Schneider burst through the centre and scored the clincher.
Andre Robichaud grabbed a consolation goal for the Thunder before Connor Harrison tapped in a sixth goal for the visitors.
In Saturday's game, the Thunder led 3-2 but conceded four goals in the final third.
