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Published FOMC daily windows
Updated monthlyData needs: mediumlong onlylong short
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
- ~3.9% ann. (Lucca-Moench 2015); persists post-2011
~3.9% ann. from this drift alone (Lucca-Moench 2015)
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 daily windows on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.