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
Bank Lending y/yJPYSunday August 9, 202603:50pm PSTLow5.7%5.7%
BOJ Summary of OpinionsJPYSunday August 9, 202603:50pm PSTLow
Current AccountJPYSunday August 9, 202603:50pm PSTLow2.50T3.06T
Economy Watchers SentimentJPYMonday August 10, 202609:00pm PSTLow44.644.0
Sentix Investor ConfidenceEURMonday August 10, 202612:30am PSTLow-0.7-3.1
Cleveland Fed Inflation ExpectationsUSDMonday August 10, 202605:45am PSTLow3.7%
FOMC Member Hammack SpeaksUSDMonday August 10, 202611:00am PSTLow
Bank HolidayJPYMonday August 10, 202603:00pm PSTHoliday
Italian Trade BalanceEURTuesday August 11, 202612:00am PSTLow4.74B4.79B
NFIB Small Business IndexUSDTuesday August 11, 202602:00am PSTLow97.597.4
ADP Weekly Employment ChangeUSDTuesday August 11, 202604:15am PSTLow
ADP Weekly Employment ChangeUSDTuesday August 11, 202604:16am PSTLow15.0K
Existing Home SalesUSDTuesday August 11, 202606:00am PSTLow4.05M4.09M
API Weekly Statistical BulletinUSDTuesday August 11, 202612:30pm PSTLow
M2 Money Stock y/yJPYTuesday August 11, 202603:50pm PSTLow2.1%2.2%
German Final CPI m/mEURWednesday August 12, 202610:00pm PSTLow0.8%0.8%
Prelim Machine Tool Orders y/yJPYWednesday August 12, 202610:00pm PSTLow52.8%
German 30-y Bond AuctionEURWednesday August 12, 202601:34am PSTLow3.64|2.9
Building Permits m/mCADWednesday August 12, 202604:30am PSTLow0.8%-1.7%
Core CPI m/mUSDWednesday August 12, 202604:30am PSTHigh0.2%0.0%
Core CPI y/yUSDWednesday August 12, 202604:30am PSTHigh2.5%2.6%
CPI m/mUSDWednesday August 12, 202604:30am PSTHigh0.1%-0.4%
CPI y/yUSDWednesday August 12, 202604:30am PSTHigh3.4%3.5%
Crude Oil InventoriesUSDWednesday August 12, 202606:30am PSTLow2.5M
10-y Bond AuctionUSDWednesday August 12, 202609:01am PSTLow4.58|2.6
Federal Budget BalanceUSDWednesday August 12, 202610:00am PSTLow-361.2B-120.3B
PPI y/yJPYWednesday August 12, 202603:50pm PSTLow7.4%7.1%
Foreign Direct Investment ytd/yCNYThursday August 13, 202610:02pm PSTLow-5.0%
M2 Money Supply y/yCNYThursday August 13, 202612:03am PSTLow7.9%8.0%
New LoansCNYThursday August 13, 202612:03am PSTLow50B1610B
Industrial Production m/mEURThursday August 13, 202601:00am PSTLow-0.1%-0.2%
FOMC Member Hammack SpeaksUSDThursday August 13, 202604:15am PSTLow
Core PPI m/mUSDThursday August 13, 202604:30am PSTHigh0.3%0.2%
PPI m/mUSDThursday August 13, 202604:30am PSTHigh0.2%-0.3%
Unemployment ClaimsUSDThursday August 13, 202604:30am PSTMedium203K199K
FOMC Member Barkin SpeaksUSDThursday August 13, 202604:40am PSTLow
Mortgage DelinquenciesUSDThursday August 13, 202606:00am PSTLow4.44%
Natural Gas StorageUSDThursday August 13, 202606:30am PSTLow33B
30-y Bond AuctionUSDThursday August 13, 202609:01am PSTLow5.06|2.4
German WPI m/mEURFriday August 14, 202610:00pm PSTLow-0.2%-0.7%
French Final CPI m/mEURFriday August 14, 202610:45pm PSTLow0.6%0.6%
Flash Employment Change q/qEURFriday August 14, 202601:00am PSTLow0.1%0.1%
Flash GDP q/qEURFriday August 14, 202601:00am PSTLow0.4%0.4%
Trade BalanceEURFriday August 14, 202601:00am PSTLow-2.2B-5.0B
Manufacturing Sales m/mCADFriday August 14, 202604:30am PSTLow-0.1%1.3%
Wholesale Sales m/mCADFriday August 14, 202604:30am PSTLow2.7%0.0%
Core Retail Sales m/mUSDFriday August 14, 202604:30am PSTMedium0.2%-0.2%
Retail Sales m/mUSDFriday August 14, 202604:30am PSTMedium0.1%0.2%
Prelim UoM Consumer SentimentUSDFriday August 14, 202606:00am PSTMedium54.754.4
Prelim UoM Inflation ExpectationsUSDFriday August 14, 202606:00am PSTMedium4.2%
Business Inventories m/mUSDFriday August 14, 202606:00am PSTLow0.2%0.3%