the CPI reaction report on edgeful analyzes market reactions on CPI release dates by comparing CPI color classifications with daily price moves. it merges historical price data with CPI reaction data, filters to the actual CPI release dates, and categorizes each session as a green or red day.

you get frequency counts and percentages for each combination of CPI reaction and daily market color, so you can see how price typically responds to different CPI prints.

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

what the CPI reaction report measures

the CPI reaction report analyzes market reactions on CPI release dates by comparing CPI color classifications with daily price moves. it merges historical price data with CPI reaction data, filters to the actual CPI release dates, and categorizes each session as a green or red day.

the report is available for futures, stocks, ETFs, forex, and crypto. you can filter by ticker and view all CPI events across the available history.

how the calculation works

the CPI reaction report compares the post-release candle to the daily close.

• the report identifies the 15-minute candle immediately following the CPI release
• it classifies that candle as green or red
• it then identifies the daily close direction using either open-to-close or previous-close-to-close
• each event is classified as continuation (matching direction) or reversal (opposite direction)
• with roughly 12 CPI events per year the sample size is small, so longer lookbacks produce more reliable patterns
• this gives you a statistical view of how CPI-day reactions tend to play out

how traders use CPI reaction data

• preparing a CPI-day game plan based on historical reversal vs continuation odds
• avoiding chasing the immediate post-release candle when reversal is statistically common
• pairing with directional bias reports for confluence on CPI days
• ticker-specific calibration since CPI patterns differ heavily by instrument
• risk management by recognizing the small sample size and elevated event-day volatility

the data doesn't tell you to trade. the CPI reaction 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 reaction with other reports

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

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

key takeaways

• the edgeful CPI reaction report measures how the 15-minute post-CPI candle relates to the daily close
• available for futures, stocks, ETFs, forex, and crypto with ticker filtering
• two modes: open-to-close and previous-close-to-close
• small sample size (~12 CPI events per year) — patterns are ticker-specific
• 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.