Instrument
Stat
CPI Reaction
On CPI release dates, given the initial reaction candle's direction (08:30–09:30 ET move after the release), how often does the RTH day close in the same direction?
Timeframe
On CPI release dates, given the initial reaction candle's direction (08:30–09:30 ET move after the release), how often does the RTH day close in the same direction?
Green day (up) vs Red day (down)
Green day (up) vs Red day (down)
Probabilities are observed frequencies over the selected period. The baseline is the same outcome's unconditional rate; edge is probability − baseline, in percentage points.
| Condition | Outcome | Probability | Baseline | N | Edge |
|---|---|---|---|---|---|
| Green reaction (up) | Green day (up) | 63.333% | 52.500% | 120 | +10.83 pts |
| Green reaction (up) | Red day (down) | 36.667% | 47.500% | 120 | -10.83 pts |
| Red reaction (down) | Green day (up) | 48.810% | 47.619% | 84 | +1.19 pts |
| Red reaction (down) | Red day (down) | 51.190% | 52.381% | 84 | -1.19 pts |