pre_fomc_pin
Lucca-Moench (2015) JoF & Cieslak-Morse-Vissing-Jorgensen (2019) JoF — Pre-FOMC drift +0.49% (24h window)、 US equity premium の 80% を説明、 1994-2024 persistent
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
Lucca-Moench (2015) JoF & Cieslak-Morse-Vissing-Jorgensen (2019) JoF — Pre-FOMC drift +0.49% (24h window)、 US equity premium の 80% を説明、 1994-2024 persistent
Supported Markets
Universal
State Transition History
No state changes recorded yet