reading 25 years of daily bars and the Fed’s calendar…

fomcality — does the market keep a rhythm around Fed meetings?

The Federal Reserve sets interest rates on eight scheduled days a year, each statement landing at 14:00 New York. This page cuts the last twenty-five years into those inter-meeting cycles and measures every position of one — the sessions just before a decision, the decision day itself, the weeks between — against the others. The academic record found two habits here: the pre-announcement drift (most of the S&P’s gain once sat in the 24 hours before statements) and the alternating weeks (gains concentrated in even cycle-weeks); both are checked on YOUR window and YOUR instrument, as history, never as a promise. The meeting dates are data, not inference — read from the Fed’s own pages, 2001-2027, including the meeting the Fed cancelled in March 2020 and the 17 times it announced policy BETWEEN meetings; those crisis cycles are a labelled exception, never blended in. The measure is log basis points (100 bp = 1 per cent), gross of every cost. The number of readings and the number chance alone puts past the line are printed beside every answer. Every ticker on the /robot board is here, grouped by the hours it trades — and each group states where 14:00 New York lands on ITS clock, because Frankfurt, London, Hong Kong and Tokyo are all shut before the statement and their reaction arrives in the next session’s overnight gap.

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Instrument Cut Cycles Counted Measure Compared with Window
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Which position of the FOMC cycle goes up, and which goes down? each position’s average · below it the same positions split into open-hours and between-sessions · below that the cycle added up (on the fine axis, where the buckets are a timeline)
Which instruments ran hot in which part of the FOMC cycle? one row an instrument, one column a position of the cycle · red is hot for that row, blue is cold · click a cell to jump to that instrument, double-click to sort by the picked column
Every position of the FOMC cycle — and what doing the obvious thing paid over the same stretch … …
The decision day, cut at 14:00 — the wait and the reaction, separately … …
Effects that already have a name … These are published calendar patterns with known mechanics. The decision day and the session before it are the anchor this whole page is built on; options expiry and the turn of the month drift THROUGH the FOMC cycle from one cycle to the next, so they are scored separately here — a position that lands on one is read as that effect rather than as a discovery.
Every instrument on the board — its own best and worst position of the FOMC cycle, and where it stands now … Grouped by the hours each instrument trades, because an "open", a "close" and a "day" mean different things in each group — and because the 14:00 New York statement lands INSIDE the session for some venues and AFTER the close for others; every group states which in its header. Depth runs from about 25 years to a few months, so a deep row and a shallow row are never comparable in one column and every row prints its own dates and count. A ticker that is on the board but has no daily tape in the house stores yet is listed with every figure absent, never zero. Sort any column.
Machine-readable text dump — every number on this page, as plain fixed-width text 
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