Event#158tier 2live in productionNew

`fda adcomm pdufa`

cadence: Dailydata: mediumlong onlyshort only

paper

2021

Source

Brogaard, J., Gerard, B., Walsh, M. (2021). "FDA Advisory Committee + PDUFA Events." Journal of Financial Economics.

Read the paper →

What it checks

FDA AdComm + PDUFA target dates are ±15% binary catalysts.

Mechanism

FDA adcomm + PDUFA target-action dates are ±15% binaries.

No production champion data for this family yet. Stats appear once the discovery pipeline promotes at least one strategy with this family tag.

Signal rule

event-window position; hold 1/3d; both long_only and short_only variants

Data dependencies

daily_prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
fda_adcomm
Worker data table — see services/worker schema.

Expected edge

Paper alpha: ±15% binary
Paper window: T+0 to T+3d

Brogaard et al 2021: ±15% binary.

Example tickers where this is likely to fire

MRNA REGN PFE BMY JNJ

Illustrative only — the signal fires based on the live data, not a fixed list.

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fda adcomm pdufa