the NFP performance report on edgeful measures percentage performance around the Non-Farm Payroll announcement — broken into the pre-NFP period, NFP day, and the post-NFP 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 NFP performance report measures
• how the calculation works
• how traders use NFP performance data
• combining NFP performance with other reports
• key takeaways

what the NFP performance report measures

scans every historical NFP date and measures three percentage moves around each release — the move into NFP (pre-announcement period), the NFP 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 NFP performance report pulls historical close prices and measures the percentage change across three windows for each NFP release.

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

how traders use NFP performance data

• knowing whether your ticker tends to trend into NFP or chop, and positioning accordingly
• sizing down or stepping aside on NFP day if the historical move is wider than your typical stop
• planning post-NFP entries when the data shows follow-through after the release
• pairing with other event reports (CPI, 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 NFP weeks blind

the data doesn't tell you to trade. the NFP 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 NFP performance with other reports

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

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

key takeaways

• the edgeful NFP performance report measures average percentage performance pre-NFP, on NFP day, and post-NFP
• 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.