2024-05-15 CPI Release: SPY Directional Probability Snapshot

Event Snapshot

• Event: CPI
• Asset: SPY
• Event date: 2024-05-15
• As-of date (T-1): 2026-03-11
• Freshness age: 665 days
• Sample size (all-history): 39

Event Outcome

• CPI Outcome: UP (Actual 313.175, Previous 313.023, Delta +0.1520)
• Direction basis: vs_previous

Probability Table (All-history)

Window	P(up)	P(down)	Median return	Mean return	Sample
T+1	64.1%	35.9%	0.16%	0.21%	39
T+7	68.42%	31.58%	0.51%	0.21%	38

Probability Table (Same-direction)

Window	P(up)	P(down)	Median return	Mean return	Sample
T+1	63.16%	36.84%	0.14%	0.21%	38
T+7	68.42%	31.58%	0.51%	0.21%	38

Historical Distribution Summary

When CPI was UP, SPY T+1 up probability was 63.16% (n=38).

When CPI was UP, SPY T+7 up probability was 68.42% (n=38).

Same-direction T+7 median return: 0.51%.

For SPY, historical CPI windows show all-history T+1 up probability of 64.1% and T+7 up probability of 68.42%. When CPI printed Up versus previous, T+1 up probability was 63.16% and T+7 up probability was 68.42% 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.