QQQ Reaction to US CPI (2025-08-12): Quant Probability Breakdown

Event Snapshot

• Event: CPI
• Asset: QQQ
• Event date: 2025-08-12
• As-of date (T-1): 2026-03-12
• Freshness age: 212 days
• Sample size (all-history): 39

Event Outcome

• CPI Outcome: UP (Actual 323.291, Previous 322.169, Delta +1.1220)
• Direction basis: vs_previous

Probability Table (All-history)

Window	P(up)	P(down)	Median return	Mean return	Sample
T+1	61.54%	38.46%	0.21%	0.23%	39
T+7	55.26%	44.74%	0.58%	0.2%	38

Probability Table (Same-direction)

Window	P(up)	P(down)	Median return	Mean return	Sample
T+1	60.53%	39.47%	0.19%	0.23%	38
T+7	55.26%	44.74%	0.58%	0.2%	38

Historical Distribution Summary

When CPI was UP, QQQ T+1 up probability was 60.53% (n=38).

When CPI was UP, QQQ T+7 up probability was 55.26% (n=38).

Same-direction T+7 median return: 0.58%.

For QQQ, historical CPI windows show all-history T+1 up probability of 61.54% and T+7 up probability of 55.26%. When CPI printed Up versus previous, T+1 up probability was 60.53% and T+7 up probability was 55.26% across 38 matched cases. Current classification is Bullish; this remains an educational probability lens, not investment advice.

Methodology

This page aggregates historical windows for the same event type (CPI) and deduplicates by event date. It reports both all-history probabilities and same-direction probabilities based on event outcome direction (vs previous) for educational use only.