Regime Filter: Pre-Fed-Meeting
In plain terms
In the 3 trading days before each FOMC meeting, this gate forces position to 0 — derived from a cluster of champions whose failures cluster in that pre-announcement window.
How it works
Cluster of promoted production champions that fail in the 3-day window before each FOMC meeting (information-uncertainty regime). Gate cuts position to 0 during the pre-meeting window.
Live results
57 times picked on its own · 107 times inside a blend (69 beat the stock) · updated 2026-06-06Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Spy prices
A data feed this strategy reads, refreshed on its normal schedule.
- Market regime daily
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- TBD post-promote
- Tested over
- 1y holdback
Captures avoided losses on the pre-FOMC days for cluster #3 champions.
Related families
The 24 hours before each scheduled Fed announcement, the market drifts up ~0.5% — one of the cleanest known anomalies, especially on press-conf meetings.
Three calendar quirks: turn-of-month (last/first days outperform), pre-FOMC drift, and day-of-week (Mon weak, Wed-Thu strong).
Explore Regime Filter: Pre-Fed-Meeting on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.