central_bank_surprise
Kuttner (2001) JME / Bernanke-Kuttner (2005) JF — Central bank policy surprises drive immediate FX moves + 3-5 day drift
Rolling Sharpe
—
90-day rolling window
Drawdown
—
peak-to-trough
Win Rate
—
0 fires · weight 0.00×
Current Status
State
Ensemble Weight—
Fires (90d)0
Last fired—
Methodology
Kuttner (2001) JME / Bernanke-Kuttner (2005) JF — Central bank policy surprises drive immediate FX moves + 3-5 day drift
Supported Markets
FX
State Transition History
No state changes recorded yet