2024-07-05 Nonfarm Payrolls: SPY Historical Win Rate
Historical probability profile for SPY around NFP events (T+1/T+7).
Event Snapshot
Event: NFP
Event date: 2024-07-05
As-of (T-1): 2026-03-11
Freshness age: 614 days
Freshness status: Stale Data
Sample size: 34
Event Outcome
Direction: UP
Actual: 157748
Previous: 157695
Delta: 53.0000
All-history
P(up): 47.62%
P(down): 52.38%
T+1 median: -0.04%
T+7 P(up): 55.88%
T+7 median: 0.11%
Same-direction
T+1 P(up): 38.89%
T+1 P(down): 61.11%
T+7 P(up): 56.67%
T+7 P(down): 43.33%
Matched sample: 18
Action Lens (Educational)
Historical odds are mixed, so position sizing and risk controls matter most.
Related Events
2024-01-05 Nonfarm Payrolls: SPY Historical Win Rate
Sharpe(T+7): 6.04 · T+7 median: 0.11% · sample: 34
SPY NFP Reaction (2024-10-04): T+1/T+7 Up Probability
Sharpe(T+7): 3.43 · T+7 median: 0.11% · sample: 34
NFP Print (2024-08-02) vs SPY: Quantified Directional Odds
Sharpe(T+7): 2.25 · T+7 median: 0.11% · sample: 34
SPY Price (Event Window)
Candlestick · HistoricalEvent Snapshot
- Event: NFP
- Asset: SPY
- Event date: 2024-07-05
- As-of date (T-1): 2026-03-11
- Freshness age: 614 days
- Sample size (all-history): 34
Event Outcome
- NFP Outcome: UP (Actual 157748.0, Previous 157695.0, Delta +53.0000)
- Direction basis: vs_previous
Probability Table (All-history)
| Window | P(up) | P(down) | Median return | Mean return | Sample |
|---|---|---|---|---|---|
| T+1 | 47.62% | 52.38% | -0.04% | -0.1% | 21 |
| T+7 | 55.88% | 44.12% | 0.11% | 0.81% | 34 |
Probability Table (Same-direction)
| Window | P(up) | P(down) | Median return | Mean return | Sample |
|---|---|---|---|---|---|
| T+1 | 38.89% | 61.11% | -0.13% | -0.22% | 18 |
| T+7 | 56.67% | 43.33% | 0.11% | 0.83% | 30 |
Historical Distribution Summary
When NFP was UP, SPY T+1 up probability was 38.89% (n=18).
When NFP was UP, SPY T+7 up probability was 56.67% (n=30).
Same-direction T+7 median return: 0.11%.
For SPY, historical NFP windows show all-history T+1 up probability of 47.62% and T+7 up probability of 55.88%. When NFP printed Up versus previous, T+1 up probability was 38.89% and T+7 up probability was 56.67% across 18 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 (NFP) 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