Each study records actuals versus consensus, then uses the last pre-release price as the baseline for QQQ/SPY moves 1/5/15/30/60 minutes after the release.
These results describe historical price reactions; they do not establish causality or constitute trading advice.
Built from official U.S. CPI releases, this summary compares 15-minute QQQ/SPY reactions for cooler and hotter prints; the full study also includes in-line-with-consensus samples and every reaction window.
The full study lets you switch across 1/5/15/30/60-minute windows.
Use official release dates and a fixed event-time contract instead of broad keyword matches.
Measure QQQ/SPY from the same pre-event price anchor across comparable reaction windows.
Disclose data range, sample count, source quality, price-anchor quality, and caveats.
The event-study library will follow the macro pricing chain from inflation and employment to Fed decisions, rates, and equity reactions.