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S&P 500 CPI Reaction

Event-driven

Trades the window after each monthly CPI release, with a stop and a time-based exit.

Evidence

Full backtest

SPY
0.010% fee
0.020% slippage
Total Return (2y 11mo)
+14.42%
Sharpe Ratio
1.06
Max Drawdown
3.04%
Win Rate
66.7%
Profit Factor
2.10
Market replay

Price, trades & P&L

Entries and exits stay aligned with the equity curve for the full run.

Condition Status

Entry0/1 met
event: macro.cpi post_event (within)29220 vs 400.00

Past performance does not guarantee future results. Hypothetical.

Strategy rules & configuration
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Quawd is a software tool, not a broker-dealer or investment adviser, and does not provide investment advice. Trading involves substantial risk of loss. Backtested and hypothetical results have inherent limitations and are not indicative of future performance.