Macro#30tier 1live in production
calendar anomalies
cadence: Annualdata: lowlong only
Mechanism
Three robust calendar effects from academic
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
Expected edge
• PRE-FOMC DRIFT (Lucca-Moench 2015): the 24h before scheduled FOMC announcements show abnormally high returns (~3-5% annualized excess).
Illustrative pattern only
NOT a backtestIllustrative pattern only — see /app for live backtests and the actual current equity curve.
Explore calendar anomalies on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.