FOMC performance report: what it measures and how traders use it

the FOMC performance report on edgeful calculates price performance during three periods around FOMC announcement dates: the pre-FOMC period, FOMC day itself, and the post-FOMC period. it uses historical close prices to compute percentage returns for each period.
you get aggregated performance statistics and individual date breakdowns for every valid FOMC date in the dataset.
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 FOMC performance report measures
- how the calculation works
- how traders use FOMC performance data
- combining FOMC performance with other reports
- key takeaways
what the FOMC performance report measures
the FOMC performance report calculates price performance during three periods around FOMC announcement dates: the pre-FOMC period, FOMC day itself, and the post-FOMC period. it uses historical close prices to compute percentage returns for each period.
the report is available for futures, stocks, ETFs, forex, and crypto. you can filter by ticker and lookback period.
how the calculation works
the FOMC performance report aggregates returns across FOMC cycles.
- the report identifies each FOMC meeting date across the lookback period
- it calculates returns for the day before, the announcement day, and the day after
- averages are computed across all FOMC cycles for the ticker
- separate stats are produced for each event day to surface different timing patterns
- this gives you a statistical view of how a given ticker tends to behave around FOMC
how traders use FOMC performance data
- preparing for FOMC cycles by knowing typical pre- and post-event tendencies
- reducing size or sitting out the announcement day if data shows two-way chop
- timing entries the day after based on historical post-FOMC drift
- pairing with directional bias reports for confluence on event weeks
- risk management by recognizing that FOMC days frequently produce outsized ranges
the data doesn't tell you to trade. the FOMC 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 FOMC performance with other reports
the FOMC performance report works best when combined with other edgeful reports for confluence:
- use the what's in play dashboard to see FOMC performance data alongside your other favorite reports in one view
- the screener lets you scan up to 49 tickers for FOMC performance setups across 4 reports simultaneously
- edgeful AI can analyze FOMC performance data alongside other reports and find patterns you'd never spot manually
key takeaways
- the edgeful FOMC performance report measures price behavior around FOMC meetings on individual event days and as averaged results
- available for futures, stocks, ETFs, forex, and crypto with ticker and lookback filtering
- 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.