the CPI performance report on edgeful measures percentage performance around the Consumer Price Index announcement — broken into the pre-CPI period, CPI day, and the post-CPI period.

calculates average performance across all three windows so you can see how price has historically behaved before, on, and after each release.

this is one of the 150+ reports available on the edgeful platform. here's how it works, what the data shows, and how traders use it.

table of contents

• what the CPI performance report measures
• how the calculation works
• how traders use CPI performance data
• combining CPI performance with other reports
• key takeaways

what the CPI performance report measures

scans every historical CPI date and measures three percentage moves around each release — the move into CPI (pre-announcement period), the CPI day itself, and the move after (post-announcement period). default windows are 3 trading days before and 3 trading days after, customizable.

the report is available for futures, stocks, ETFs, forex, and crypto. you can filter by ticker, session, lookback period, and pre/post announcement window length.

how the calculation works

the CPI performance report pulls historical close prices and measures the percentage change across three windows for each CPI release.

• the report locates every historical CPI date in the lookback
• it calculates the pre-CPI move from the close N days before to the close the day before the announcement
• it calculates the CPI-day move from the previous close to the CPI-day close
• it calculates the post-CPI move from the CPI-day close to the close N days after
• it averages each of the three percentage moves across every CPI event in the lookback
• the result is a 3-period view of how the ticker historically behaves around inflation data

how traders use CPI performance data

• knowing whether your ticker tends to trend into CPI or chop, and positioning accordingly
• sizing down or stepping aside on CPI day if the historical move is wider than your typical stop
• planning post-CPI entries when the data shows follow-through after the release
• pairing with other event reports (NFP, FOMC) to compare which catalysts produce the cleanest moves on your ticker
• building event-aware rules into a swing or position strategy instead of trading CPI weeks blind

the data doesn't tell you to trade. the CPI performance report tells you the historical performance of the setup in front of you. what you do with that information is your decision.

results require customization, time, and effort. the numbers change depending on your ticker, session, and lookback period. always check the data for your specific conditions.

combining CPI performance with other reports

the CPI performance report works best when combined with other edgeful reports for confluence:

• use the what's in play dashboard to see CPI performance data alongside your other favorite reports in one view
• the screener lets you scan up to 49 tickers for CPI performance setups across 4 reports simultaneously
• edgeful AI can analyze CPI performance data alongside other reports and find patterns you'd never spot manually

key takeaways

• the edgeful CPI performance report measures average percentage performance pre-CPI, on CPI day, and post-CPI
• available for futures, stocks, ETFs, forex, and crypto with full ticker, session, and window length filtering
• customizable pre and post announcement window length (default 3 days)
• part of the 150+ reports included in the edgeful essential plan ($49/month or $39/month annual)
• works best when combined with other reports using what's in play, the screener, or edgeful AI

trading involves risk. past performance and historical data do not guarantee future results. the statistics referenced in this post are based on historical data and may not reflect future market conditions. always trade with proper risk management.