Based on the last 12 Inflation Rate YoY Prel events in Germany, we expect a $127951 movement on RTY within 48 hours following the event release at 2022-10-28 12:00. We expect RTY to trend downwards 48 hours following the event release at 2022-10-28 12:00 if the released value is > 10.1%
Historical events that allowed us to draw this conclusion
29 Sep 12:00 |
30 Aug 12:00 |
30 May 12:00 |
28 Apr 12:00 |
30 Mar 12:00 |
06 Jan 13:00 |
29 Nov 13:00 |
All references to movement sizes are expressed assuming a lot size of 100,000 units (“standard account”).