Question 1

How do I read this?

Accepted Answer

Pick an event, an instrument, and a time window. The stats show how far price moved after that release, split by how big the surprise was: green closed up, red closed down.

Question 2

What does 'whipsaw rate' mean?

Accepted Answer

How often price ran the opposite way first before settling into its final direction. A high whipsaw rate means a tight stop gets taken out even when the eventual move goes your way.

Question 3

Why are there two different 'median' numbers?

Accepted Answer

The headline number is size, ignoring direction (how far it moved). The grid's median is net direction, which cancels toward zero when releases disagree. Both are real; they answer different questions.

Question 4

What's a 'surprise bucket'?

Accepted Answer

How far the actual print landed from the consensus forecast: big miss, small miss, in line, small beat, big beat.

Question 5

Is this real data?

Accepted Answer

Yes. Every figure is computed from 16 years of one-minute price data and actual macro releases, rebuilt daily. You can reproduce any number you see.

Question 6

How far back does it go?

Accepted Answer

2010 to today, across 41 instruments and 78 macro series.

See how markets actually react.

See how markets actually react.