NQCondition Analysis
CPI Days
Gap fill, ORB behavior, and trend probability on Consumer Price Index release days.
Regime Filter
VOLATILITY
MACRO EVENT
TREND
GAP SIZE
SESSION TYPE
Primary Prob
STRONG83%
Sample Size
24d
Best Streak
7W
Worst Streak
1L
Avg Gain
+23
Avg Loss
-127
Condition Metrics
Avg Range
419pts
ORB Success
0%
Gap Fill Prob
83%
Trend Day Prob
21%
Research Insight
On CPI release days, gap fills at 83% vs base rate. ORB breakouts succeed 0% of the time. Trend days occur 21% of CPI sessions — elevated volatility expands average range to 419pts.
Recent Setups
| Date | Setup | Result | Points |
|---|---|---|---|
| 2026-05-11 | CPI Day · Gap DOWN 39pts | Filled | -38 |
| 2026-04-10 | CPI Day · Gap DOWN 15pts | Filled | -14 |
| 2026-03-10 | CPI Day · Gap DOWN 10pts | Filled | -9 |
| 2026-02-10 | CPI Day · Gap UP 9pts | Filled | +9 |
| 2026-01-12 | CPI Day · Gap UP 11pts | Filled | +11 |
| 2025-12-10 | CPI Day · Gap DOWN 20pts | Filled | -20 |
| 2025-11-10 | CPI Day · Gap UP 155pts | Not Filled | +155 |
| 2025-10-10 | CPI Day · Gap DOWN 2pts | Filled | -1 |
| 2025-09-10 | CPI Day · Gap UP 25pts | Filled | +25 |
| 2025-08-11 | CPI Day · Gap UP 50pts | Filled | +50 |
See today's full NQ context
Bias, gap fill, ORB odds, expected range — structured before 09:30.