Instrument
Stat
FOMC Performance
What is the average close-to-close percent return in the trading sessions before an FOMC rate decision, on the decision day itself, and in the sessions after?
Timeframe
What is the average close-to-close percent return in the trading sessions before an FOMC rate decision, on the decision day itself, and in the sessions after?
Green (up) vs Red (down)
Green (up) vs Red (down)
Green (up) vs Red (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 |
|---|---|---|---|---|---|
| Pre-announcement window | Green (up) | 56.835% | 53.957% | 139 | +2.88 pts |
| Pre-announcement window | Red (down) | 43.165% | 46.043% | 139 | -2.88 pts |
| FOMC decision day | Green (up) | 59.286% | 43.571% | 140 | +15.71 pts |
| FOMC decision day | Red (down) | 40.714% | 56.429% | 140 | -15.71 pts |
| Post-announcement window | Green (up) | 53.957% | 46.043% | 139 | +7.91 pts |
| Post-announcement window | Red (down) | 46.043% | 53.957% | 139 | -7.91 pts |