NFP Performance Reports Overview
This report analyzes how price typically behaves around Non-Farm Payroll (NFP) releases. By examining average performance before, during, and after NFP, it helps you understand how markets tend to position, react, and normalize around one of the most volatility-driven economic events.
Standard Subreport
What does this measure?
This report measures average price performance across a fixed event window centered on NFP:
Three trading days before NFP
The NFP release day
Three trading days after NFP
Each period is evaluated independently so you can see how price tends to behave leading into the event, during the release, and once the immediate volatility has passed.
How can I use this?
Use this report to align expectations and manage risk around NFP:
If price tends to trend or compress before NFP, you can adjust positioning ahead of the release.
If the NFP day shows outsized average moves, you can plan for increased volatility and wider ranges.
If performance after NFP stabilizes or mean-reverts, you can structure post-event trades accordingly.
This allows you to avoid treating NFP as a binary surprise and instead trade it within a historical context.
Understanding and importance
NFP is one of the most consistently market-moving economic releases. This report turns that event risk into a measurable pattern by showing how markets have behaved on average around prior releases. Rather than guessing whether volatility will expand or fade, you can reference what typically happens before, during, and after NFP.
Example
Over the last sample period, price shows modest average gains in the three days leading up to NFP.
On NFP day, average performance increases significantly, reflecting volatility expansion.
In the three days after NFP, average returns flatten, suggesting consolidation or normalization following the event.