What events does the TradeAlphaAI economic calendar track?

The calendar tracks 17 event types including CPI, Core CPI, PCE, NFP, Unemployment Rate, FOMC Rate Decision, Fed Statement, Powell Speech, GDP, Retail Sales, ISM PMI, Jobless Claims, Treasury Auction, and ECB/BoJ/BoE rate decisions.

How does a CPI surprise affect gold and Treasury yields?

A hotter-than-expected CPI typically causes Treasury yields to rise (hawkish repricing), which increases gold's opportunity cost and can pressure gold prices. A softer CPI may ease real-yield pressure and support gold. Confirmation requires the yield move to materialize, not just equity reactions.

What assets should I watch after an NFP release?

After NFP, the key confirming assets are Treasury yields, DXY, SPY, IWM, and VIX. Strong NFP may reinforce higher-for-longer rate expectations (yields up, DXY firms, IWM lagging). Weak NFP may ease policy expectations (yields down, TLT rallies), but recession risk can simultaneously pressure equities.

Is the TradeAlphaAI economic calendar financial advice?

No. The TradeAlphaAI Economic Calendar is educational research only. All cross-asset transmission chains, scenario frameworks, and historical sensitivity data are educational constructs. They do not constitute investment advice, trading recommendations, or predictions of future market behavior.

Economic Calendar

High-impact macro events and cross-asset context

A live-updated calendar of scheduled economic releases — CPI, NFP, FOMC, GDP, and more — with educational scenario framing and cross-asset transmission notes. No financial advice.

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Today's Scheduled Events

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Upcoming High-Impact Releases

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Recently Released

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Surprise Monitor

When an actual release deviates materially from consensus, cross-asset transmission chains activate. The monitor below tracks recent surprises and their educational interpretation.

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Cross-Asset Reaction Map

Each macro release type activates a different transmission chain. These are educational scenario frameworks — not predictive models.

CPI / PCE

Hot print → yields rise, DXY firms, TLT falls, Gold mixed
Soft print → yields fall, TLT rallies, QQQ duration relief
Confirmation requires: yield move, not just equity reaction

NFP / Unemployment

Strong job growth → hawkish re-pricing risk, VIX may rise
Weak jobs → dovish signal, but recession risk also rises
Confirmation requires: IWM participation, not just SPY

FOMC / Central Banks

Key signals: dot plot, terminal-rate language, balance sheet
Hawkish surprise → DXY up, EM and gold under pressure
Dovish surprise → TLT, QQQ, and Gold can all rally

GDP / ISM / Retail Sales

Strong growth → cyclicals and IWM lead; defensive lag
Soft growth → bond proxies, Gold, and defensive sectors
ISM below 50 sustained → recession-watch regime shift

Market Expectations Panel

Pre-event consensus and pricing narrative sourced from the economic calendar. Updated when new calendar data is available.

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Historical Sensitivity Reference

Average 1-day asset reactions to above-consensus prints across event types, derived from TradeAlphaAI's event-reaction memory database. Sample sizes below 3 are marked as insufficient data.

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Probability-Weighted Scenario Framework

Each high-impact release has two primary scenarios that determine cross-asset direction. These are educational frameworks, not probability estimates.

Scenario A — Hotter PrintTreasury yields ↑ · DXY ↑ · TLT ↓

When actual comes in above consensus on inflation or labor data, the primary transmission is through the rate channel. Hawkish repricing of the Fed path compresses duration assets (TLT, QQQ) and supports the dollar. Gold faces pressure via rising real yields unless geopolitical or safe-haven demand overrides.

Confirmation requires: 10Y yield rise + DXY strength + broad equity pressure, not just a single asset move.

Scenario B — Softer PrintTreasury yields ↓ · DXY ↓ · TLT ↑

Below-consensus inflation or activity data eases policy-path expectations. Duration assets (TLT, QQQ) can stabilize or rally. The dollar may soften. Gold benefits from real-yield compression, but the reaction depends on whether softness reflects benign disinflation or genuine growth deterioration.

Confirmation requires: 10Y yield decline + broad IWM or SPY participation, distinguishing soft-landing easing from recession-fear compression.

Educational Research Disclaimer

The TradeAlphaAI Economic Calendar is an educational research tool. Event data is sourced from Financial Modeling Prep. Cross-asset transmission chains, surprise interpretations, and scenario frameworks are educational constructs — they do not constitute financial advice, investment recommendations, or forward-looking projections. Past market reactions to macro releases do not reliably predict future outcomes. Always consult a licensed financial professional before making investment decisions.