QQQ CPI Win Rate (2026-01-12): Historical T+1/T+7 Probability

Event Snapshot

• Event: CPI
• Asset: QQQ
• Event date: 2026-01-12
• As-of date (T-1): 2026-03-12
• Freshness age: 59 days
• Sample size (all-history): 40

Event Outcome

• CPI Outcome: UP (Actual 326.588, Previous 326.031, Delta +0.5570)
• Direction basis: vs_previous

Probability Table (All-history)

Window	P(up)	P(down)	Median return	Mean return	Sample
T+1	60.0%	40.0%	0.19%	0.19%	40
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	58.97%	41.03%	0.16%	0.18%	39
T+7	55.26%	44.74%	0.58%	0.2%	38

Event Outcome Interpretation

The main mistake after macro releases is to treat every surprise as a regime break. QQQ around CPI is best framed through how the release landed higher than the previous release. The current observation shows actual value 326.5880 versus previous 326.0310, a delta of +0.5570. Across the full history, QQQ has a T+7 up probability of 55.26% versus 44.74% down, with a median return of 0.58%. When only matching the same event direction, the T+7 up probability shifts to 55.26% across 38 comparable releases, with a same-direction median of 0.58%. The current release therefore belongs to the downside tail and should be treated as materially weak. The standing hub thesis for this asset-event pair is: QQQ is highly duration-sensitive to CPI shocks. Positive inflation surprise usually pressures multiples first, then recovers if growth narrative stays intact.

Distribution Position

This window sits in the weak tail and should be classified as a downside tail event for QQQ after CPI. The current T+7 move of -3.05% carries a z-score of -1.47 and a percentile rank of 5.26, which pushes the release into the weakest decile of observed windows and away from ordinary downside noise. That makes this an extreme negative deviation rather than a routine weak print, so the page should be read with explicit downside-tail caution.

Comparison vs Hub Baseline

This comparison is materially below baseline and should be treated as a true downside-tail gap. The baseline comparison matters because most false positives come from overreacting to ordinary noise. The hub baseline median T+7 return is 0.58% and the current gap is -3.63%. Same-direction probability differs by +0.00% and the same-direction median differs by +0.00%. The baseline gap is now large enough to justify a weak-tail classification and a more defensive interpretation. The current regime context also matters: Mega-cap concentration has increased index-level event beta.

Failure Modes

The failure mode here is underestimating how far a downside tail can travel before it stabilizes. The main failure mode is assuming the first interpretation will survive cross-asset confirmation. Single-name earnings shocks can mask macro signal quality. Invalidation needs to be tighter because weak-tail conditions can extend farther than a normal weak window.

Execution Relevance

Treat this as an educational risk framework, not investment advice. The operational takeaway is to respect the downside tail and accept a higher invalidation burden before assuming the move is spent. The checklist remains Track US2Y/US10Y move for duration impulse.; Observe semiconductor breadth for confirmation.; Use staged entries around first-hour range.. This is exactly the state where waiting for confirmation matters more than trying to fade weakness too early.

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.