cleaned_kyo_2023_NAS100USD.csv
In the context of mean reversion related to the z-scores of a spread:

1. Positive Z-Score & Mean Reversion:

- If the z-score of a spread is positive and significantly high, it suggests the spread is larger than usual.

- Mean reversion in this context implies that you expect the spread to decrease back to its average level. This could happen if the first asset starts underperforming or the second asset starts outperforming, bringing their relative performances closer to their historical average.

2. Negative Z-Score & Mean Reversion:

- If the z-score is negative and significantly low, it indicates the spread is smaller than usual.

- Mean reversion here would mean expecting the spread to increase back to its average level. This would occur if the first asset begins to perform better or the second asset performs worse, adjusting their performances back to the typical historical relationship.

In both cases, mean reversion is the expectation that the current extreme (either high or low) spread will return to its historical average level.

TitleCountryDateTimeImpactForecastPrevious
Lower House ElectionsJPYSunday February 8, 202610:00pm PSTHigh
Average Cash Earnings y/yJPYSunday February 8, 202603:30pm PSTLow3.0%0.5%
Bank Lending y/yJPYSunday February 8, 202603:50pm PSTLow4.5%4.4%
Current AccountJPYSunday February 8, 202603:50pm PSTLow2.95T3.14T
Economy Watchers SentimentJPYMonday February 9, 202609:00pm PSTLow49.148.6
Sentix Investor ConfidenceEURMonday February 9, 202601:30am PSTLow-0.2-1.8
German Buba President Nagel SpeaksEURMonday February 9, 202608:00am PSTLow
ECB President Lagarde SpeaksEURMonday February 9, 202609:00am PSTMedium
FOMC Member Waller SpeaksUSDMonday February 9, 202610:30am PSTLow
FOMC Member Miran SpeaksUSDMonday February 9, 202611:30am PSTLow
FOMC Member Bostic SpeaksUSDMonday February 9, 202612:15pm PSTLow
FOMC Member Miran SpeaksUSDMonday February 9, 202602:00pm PSTLow
M2 Money Stock y/yJPYMonday February 9, 202603:50pm PSTLow1.7%1.7%
Prelim Machine Tool Orders y/yJPYTuesday February 10, 202610:00pm PSTLow10.6%
NFIB Small Business IndexUSDTuesday February 10, 202603:00am PSTLow99.899.5
ADP Weekly Employment ChangeUSDTuesday February 10, 202605:15am PSTLow7.8K
Core Retail Sales m/mUSDTuesday February 10, 202605:30am PSTHigh0.3%0.5%
Retail Sales m/mUSDTuesday February 10, 202605:30am PSTHigh0.4%0.6%
Employment Cost Index q/qUSDTuesday February 10, 202605:30am PSTMedium0.8%0.8%
Import Prices m/mUSDTuesday February 10, 202605:30am PSTLow0.1%0.4%
Business Inventories m/mUSDTuesday February 10, 202607:00am PSTLow0.2%0.3%
FOMC Member Hammack SpeaksUSDTuesday February 10, 202609:00am PSTLow
FOMC Member Logan SpeaksUSDTuesday February 10, 202610:00am PSTLow
API Weekly Statistical BulletinUSDTuesday February 10, 202601:30pm PSTLow
Bank HolidayJPYWednesday February 11, 202604:00pm PSTHoliday
CPI y/yCNYWednesday February 11, 202605:30pm PSTMedium0.4%0.8%
PPI y/yCNYWednesday February 11, 202605:30pm PSTMedium-1.5%-1.9%
Italian Industrial Production m/mEURWednesday February 11, 202601:00am PSTLow-0.6%1.5%
German 30-y Bond AuctionEURWednesday February 11, 202602:33am PSTLow3.49|2.4
Building Permits m/mCADWednesday February 11, 202605:30am PSTLow4.9%-13.1%
Average Hourly Earnings m/mUSDWednesday February 11, 202605:30am PSTHigh0.3%0.3%
Non-Farm Employment ChangeUSDWednesday February 11, 202605:30am PSTHigh66K50K
Unemployment RateUSDWednesday February 11, 202605:30am PSTHigh4.4%4.4%
FOMC Member Schmid SpeaksUSDWednesday February 11, 202607:00am PSTLow
FOMC Member Bowman SpeaksUSDWednesday February 11, 202607:15am PSTLow
Crude Oil InventoriesUSDWednesday February 11, 202607:30am PSTLow-0.2M-3.5M
10-y Bond AuctionUSDWednesday February 11, 202610:01am PSTLow4.17|2.6
BOC Summary of DeliberationsCADWednesday February 11, 202610:30am PSTLow
Federal Budget BalanceUSDWednesday February 11, 202611:00am PSTLow-94.6B-144.7B
FOMC Member Hammack SpeaksUSDWednesday February 11, 202601:00pm PSTLow
PPI y/yJPYWednesday February 11, 202603:50pm PSTLow2.3%2.4%
Unemployment ClaimsUSDThursday February 12, 202605:30am PSTHigh222K231K
Gov Council Member Rogers SpeaksCADThursday February 12, 202605:45am PSTLow
Existing Home SalesUSDThursday February 12, 202607:00am PSTLow4.16M4.35M
Mortgage DelinquenciesUSDThursday February 12, 202607:00am PSTLow3.99%
Natural Gas StorageUSDThursday February 12, 202607:30am PSTLow-256B-360B
30-y Bond AuctionUSDThursday February 12, 202610:01am PSTLow4.83|2.4
German Buba President Nagel SpeaksEURThursday February 12, 202611:30am PSTLow
FOMC Member Logan SpeaksUSDFriday February 13, 202604:00pm PSTLow
FOMC Member Miran SpeaksUSDFriday February 13, 202604:05pm PSTLow
New Home Prices m/mCNYFriday February 13, 202605:30pm PSTLow-0.37%
German WPI m/mEURFriday February 13, 202611:00pm PSTLow0.1%-0.2%
M2 Money Supply y/yCNYFriday February 13, 202601:03am PSTLow8.3%8.5%
New LoansCNYFriday February 13, 202601:03am PSTLow5000B910B
Flash Employment Change q/qEURFriday February 13, 202602:00am PSTLow0.1%0.1%
Flash GDP q/qEURFriday February 13, 202602:00am PSTLow0.3%0.3%
Trade BalanceEURFriday February 13, 202602:00am PSTLow11.8B10.7B
Core CPI m/mUSDFriday February 13, 202605:30am PSTHigh0.3%0.2%
CPI m/mUSDFriday February 13, 202605:30am PSTHigh0.3%0.3%
CPI y/yUSDFriday February 13, 202605:30am PSTHigh2.5%2.7%
ECB President Lagarde SpeaksEURSaturday February 14, 202608:30am PSTMedium