NFP Print (2025-06-06) vs SPY: Quantified Directional Odds

Event Snapshot

• Event: NFP
• Asset: SPY
• Event date: 2025-06-06
• As-of date (T-1): 2026-03-11
• Freshness age: 278 days
• Sample size (all-history): 34

Event Outcome

• NFP Outcome: DOWN (Actual 158478.0, Previous 158498.0, Delta -20.0000)
• 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	100.0%	0.0%	0.36%	0.66%	3
T+7	50.0%	50.0%	1.06%	0.66%	4

Historical Distribution Summary

When NFP was DOWN, SPY T+1 up probability was 100.0% (n=3).

When NFP was DOWN, SPY T+7 up probability was 50.0% (n=4).

Same-direction T+7 median return: 1.06%.

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 Down versus previous, T+1 up probability was 100.0% and T+7 up probability was 50.0% across 3 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.