Ivolution Research Journal · Refutation
REFUTE: FOMC even-week return cycle
Index returns do NOT follow the claimed FOMC biweekly cycle (higher returns in even weeks of the FOMC calendar); the popular even-week-outperformance pattern fails for the index in our era.
Cite as: CAL-15: REFUTE: FOMC even-week return cycle. Ivolution Research Journal.
Publication status
The pre-registered hypothesis was refuted on the governed research record. This publication documents the null rather than presenting an edge.
The abstract and product-safe scope metadata are public. Methodology, falsification, limitations, citations, and governed results for CAL-15 are available to Terminal + AI members.
Symbols
Not explicitly scoped
Regimes
Aggregate · Positive gamma · pin · Positive gamma · drift · Negative gamma · trend · Negative gamma · chop · Event day
Horizons
close