Economy & PolicyExtended setResearchNew
Published FOMC duration windows
Updated eventData needs: lowlong only
In plain terms
Trade the daily window around scheduled Fed meetings using the schedule published by that date.
How it works
Internal daily event-window hypothesis using scheduled meetings known from native dated Fed releases, public cancellation and press-conference policy revisions.
No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.
Loading substrate evidence…
Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Fomc schedule publications
FOMC decision dates + scheduled-press-conference flags for pre-FOMC drift.
Expected edge
- Reported return
- +49 bps avg SPX excess return in the ~24h pre-announcement window per scheduled FOMC (1994-2011); roughly 80% of the annual equity premium accrues in these windows, no post-announcement reversal
+30 to +50 bps per scheduled FOMC event in the pre-announcement window (paper: SPX ~+49 bps avg); basket variant targets the same window on higher-beta duration-sensitive names.
Example tickers where this is likely to fire
Illustrative only, the signal fires based on the live data, not a fixed list.
Related families
Explore Published FOMC duration windows on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.