You must be thinking what I am thinking, that is, event arbitrage? After the sharp drop from last Thursday night announcement, it is no wonder one would feel that way. Let me know your entry condition and the result of your backtest. Happy hunting!
The first number is actual, second number is forecast, and the third number is the previous.
Jan 06, 2016 11:30 -5.085M 0.439M 2.629M
Dec 30, 2015 11:30 2.629M -2.457M -5.877M
Dec 23, 2015 11:30 -5.877M 1.083M 4.801M
Dec 16, 2015 11:30 4.801M -1.417M -3.568M
Dec 09, 2015 11:30 -3.568M 0.252M 1.177M
Dec 02, 2015 11:30 1.177M -0.471M 0.961M
Nov 25, 2015 11:30 0.961M 1.200M 0.252M
Nov 18, 2015 11:30 0.252M 1.900M 4.224M
Nov 12, 2015 12:00 4.224M 1.016M 2.847M
Nov 04, 2015 11:30 2.847M 2.787M 3.376M
Oct 28, 2015 10:30 3.376M 3.417M 8.028M
Oct 21, 2015 10:30 8.028M 3.867M 7.562M
Oct 15, 2015 11:00 7.562M 2.848M 3.073M
Oct 07, 2015 10:30 3.073M 2.200M 3.955M
Sep 30, 2015 10:30 3.955M 0.102M -1.925M
Sep 23, 2015 10:30 -1.925M -0.533M -2.104M
Sep 16, 2015 10:30 -2.104M 1.173M 2.570M
Sep 10, 2015 11:00 2.570M 0.933M 4.667M
Sep 02, 2015 10:30 4.667M 0.032M -5.452M
Aug 26, 2015 10:30 -5.452M 1.022M 2.620M
Aug 19, 2015 10:30 2.620M -0.777M -1.682M
Aug 12, 2015 10:30 -1.682M -1.817M -4.407M
Aug 05, 2015 10:30 -4.407M -1.494M -4.203M
Jul 29, 2015 10:30 -4.203M -0.184M 2.468M
Jul 22, 2015 10:30 2.468M -2.258M -4.346M
Jul 15, 2015 10:30 -4.346M -1.158M 0.384M
Jul 08, 2015 10:30 0.384M -0.700M 2.386M
Jul 01, 2015 10:30 2.386M -2.000M -4.934M
Jun 24, 2015 10:30 -4.934M -2.100M -2.676M
Jun 17, 2015 10:30 -2.676M -1.657M -6.812M
Jun 10, 2015 10:30 -6.812M -1.720M -1.948M
Jun 03, 2015 10:30 -1.948M -1.700M -2.802M
May 28, 2015 11:00 -2.802M -0.857M -2.674M
May 20, 2015 10:30 -2.674M -1.029M -2.191M
May 13, 2015 10:30 -2.191M 0.386M -3.882M
May 06, 2015 10:30 -3.882M 1.500M 1.910M
Apr 29, 2015 10:30 1.910M 2.300M 5.315M
Apr 22, 2015 10:30 5.315M 2.888M 1.294M
Apr 15, 2015 10:30 1.294M 4.057M 10.949M
Apr 08, 2015 10:30 10.949M 3.429M 4.766M
Apr 01, 2015 10:30 4.766M 4.193M 8.170M
Mar 25, 2015 10:30 8.170M 5.133M 9.622M
Mar 18, 2015 10:30 9.622M 3.750M 4.512M
Mar 11, 2015 10:30 4.512M 4.436M 10.303M
Mar 04, 2015 11:30 10.303M 4.157M 8.427M
Feb 25, 2015 11:30 8.427M 3.983M 7.716M
Feb 19, 2015 12:00 7.716M 3.233M 4.868M
Feb 11, 2015 11:30 4.868M 3.733M 6.333M
Feb 04, 2015 11:30 6.333M 3.467M 8.874M
Jan 28, 2015 11:30 8.874M 4.080M 10.071M
Jan 22, 2015 12:00 10.071M 2.617M 5.389M
Jan 14, 2015 11:30 5.389M 0.417M -3.062M
Jan 07, 2015 11:30 -3.062M 0.880M -1.754M
