REPORT / FOMC DAY
How often does FOMC statement day make the NQ weekly low or high?
10.6%9 of 85 FOMC days made the weekly low
From 85 scheduled statement days since 2016, FOMC day made the full futures week low 9 times and high 12 times. The RTH counts were 9 lows and 13 highs. Full weeks run Sunday 18:00 to Friday 17:00 ET. RTH runs 09:30 to 16:00 ET. Ties count as hits. The 2024 to 2026 run is an outlier in a small sample, so this is descriptive evidence, not a trading rule. NQ is used through August 2021 and MNQ after that as the continuous Nasdaq futures proxy.
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