KEY FINDING70% of event-driven market moves reverse within 5 trading days. Fed decisions produce the largest same-day swings at 1.2% average on the S&P 500.Explore all tools →

Market Event Correlator: Which Events Actually Move Markets?

Every trader knows that Fed meetings, CPI prints, and earnings reports move markets — but by how much, and for how long? This dashboard quantifies the relationship between major macro events and market performance across the S&P 500, Nasdaq, and individual sectors. The data reveals that 70% of event-driven moves reverse within a week, geopolitical shocks fade fastest (80% within 3 days), and earnings surprises are the most durable catalyst. Whether you're timing entries, hedging risk, or just trying to understand what drives the tape, this tool turns headlines into actionable data.

10+
Event Types Tracked
1.2%
Avg. Fed Day Move (S&P)
1.1%
Avg. CPI Day Move (NDX)
70%
Events Reverse in 5 Days
S&P + NDX
Indexes Covered
68%
FOMC 5-Day Win Rate

Frequently Asked Questions

How much do Fed rate decisions move the stock market?
Fed rate decisions produce an average same-day S&P 500 move of 1.2%, making them the single most impactful recurring event type. Surprise cuts generate the largest moves — the average surprise cut produces a +2.8% same-day rally, while surprise hikes cause a -2.1% decline on average.
Do CPI reports or Fed meetings move markets more?
Since 2022, CPI releases have rivaled Fed meetings in market impact, with an average absolute move of 1.1% on release day. Hot CPI prints (above consensus) cause an average -1.5% same-day decline in the Nasdaq, while cool prints trigger a +1.3% rally. Fed meetings still produce larger tail-risk moves.
How long do market reactions to major events typically last?
70% of event-driven market moves reverse within 5 trading days. Geopolitical shocks have the shortest half-life, with 80% of the initial move fading within 3 days. Earnings surprises are the most durable — stocks that beat estimates by 10%+ retain 65% of their initial move after 30 days.
Which sectors are most sensitive to geopolitical events?
Energy and defense stocks show the highest sensitivity to geopolitical events, with average moves 2.3x larger than the broad market. Tech and consumer discretionary are most sensitive to Fed decisions, while financials react most sharply to CPI data with average moves 1.8x the S&P 500.
What is the best trading strategy around market-moving events?
Data shows that buying the S&P 500 at the close on FOMC decision days and holding for 5 days has produced positive returns 68% of the time since 2015. Conversely, selling into CPI releases when the VIX is above 25 has historically avoided an average -0.9% drawdown. This dashboard helps identify these patterns.
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