SPY After FOMC (2024-03-19): Historical Signal & Probability
Historical probability profile for SPY around FOMC events (T+1/T+7).
Event Snapshot
Event: FOMC
Event date: 2024-03-19
As-of (T-1): 2026-03-11
Freshness age: 722 days
Freshness status: Stale Data
Sample size: 23
Event Outcome
Direction: FLAT
Actual: 5.5
Previous: 5.5
Delta: 0.0000
All-history
P(up): 52.17%
P(down): 47.83%
T+1 median: 0.1%
T+7 P(up): 56.52%
T+7 median: 0.54%
Same-direction
T+1 P(up): 47.06%
T+1 P(down): 52.94%
T+7 P(up): 64.71%
T+7 P(down): 35.29%
Matched sample: 17
Action Lens (Educational)
Historical odds are mixed, so position sizing and risk controls matter most.
Related Events
Fed Decision (2025-01-29) and SPY: Event-Driven Odds
Sharpe(T+7): 9.47 · T+7 median: 0.54% · sample: 23
Fed Decision (2024-01-30) and SPY: Event-Driven Odds
Sharpe(T+7): 2.69 · T+7 median: 0.54% · sample: 23
Fed Decision (2026-01-28) and SPY: Event-Driven Odds
Sharpe(T+7): 0 · T+7 median: 0.54% · sample: 23
SPY Price (Event Window)
Candlestick · HistoricalEvent Snapshot
- Event: FOMC
- Asset: SPY
- Event date: 2024-03-19
- As-of date (T-1): 2026-03-11
- Freshness age: 722 days
- Sample size (all-history): 23
Event Outcome
- FOMC Outcome: FLAT (Actual 5.5, Previous 5.5, Delta +0.0000)
- Direction basis: vs_previous
Probability Table (All-history)
| Window | P(up) | P(down) | Median return | Mean return | Sample |
|---|---|---|---|---|---|
| T+1 | 52.17% | 47.83% | 0.1% | -0.02% | 23 |
| T+7 | 56.52% | 43.48% | 0.54% | 0.26% | 23 |
Probability Table (Same-direction)
| Window | P(up) | P(down) | Median return | Mean return | Sample |
|---|---|---|---|---|---|
| T+1 | 47.06% | 52.94% | -0.2% | -0.08% | 17 |
| T+7 | 64.71% | 35.29% | 0.57% | 0.48% | 17 |
Historical Distribution Summary
When FOMC was FLAT, SPY T+1 up probability was 47.06% (n=17).
When FOMC was FLAT, SPY T+7 up probability was 64.71% (n=17).
Same-direction T+7 median return: 0.57%.
For SPY, historical FOMC windows show all-history T+1 up probability of 52.17% and T+7 up probability of 56.52%. When FOMC printed Flat versus previous, T+1 up probability was 47.06% and T+7 up probability was 64.71% across 17 matched cases. Current classification is Neutral; this remains an educational probability lens, not investment advice.
Methodology
This page aggregates historical windows for the same event type (FOMC) 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.
Trust & Methodology
- Educational content only. This is not investment advice.
- Data sources: FRED (event calendar/outcomes) and yfinance (historical price windows).
- Methodology: all-history and same-direction event windows (T+1/T+7 probability, median, mean, sample size).
- Data last updated at: 2026-03-04T01:58:11+00:00