Upcoming events that could move markets — and trigger signals.
Federal Reserve interest rate decisions and press conferences.
8x/yearS&P 500 quarterly earnings reports. Peak weeks see 100+ reports daily.
QuarterlyConsumer and Producer Price Index inflation data from BLS.
MonthlyNon-farm payrolls, unemployment rate, and wage growth.
Monthly (1st Friday)PDUFA dates and advisory committee votes for biotech.
OngoingMonthly/quarterly OpEx. Triple/quad witching dates.
3rd Friday monthlyS&P 500, Russell 2000 additions and deletions.
QuarterlyFTC, DOJ, and SEC regulatory deadlines and decisions.
As scheduledCalendar events populate after the experiment begins June 1, 2026.
The daily edition ("The Gap") includes tomorrow's catalyst radar in every issue.
Fin45 treats catalysts as risk events, not trading opportunities. Known catalysts (earnings, FOMC, CPI) increase uncertainty — the agent generally avoids initiating new positions within 48 hours of a major event unless conviction is exceptionally high (≥ 0.9).
Post-catalyst reactions are different. After an event resolves (earnings beat/miss, rate decision), the resulting price action and signal changes are processed normally. Some of the best signals emerge in the 24–72 hours after a catalyst resolves and the market reprices.
Rarely. The agent avoids holding positions through binary events unless pre-existing signals are extremely strong (≥ 0.9 conviction from multiple independent sources). The expected value of holding through binary outcomes is typically negative after accounting for gap risk.
No new positions are initiated 48 hours before an FOMC decision. Existing positions remain unless stop levels are hit. After the decision, the agent processes the statement, dot plot, and press conference for regime changes.
Yes. PDUFA dates (FDA decision deadlines) are tracked for all S&P 500 healthcare companies. However, Fin45 does not speculate on binary FDA outcomes — it uses PDUFA proximity as a risk factor to avoid, not a trade trigger.
Options expiration (3rd Friday of each month) can cause increased volatility as market makers adjust hedges. Quarterly expirations ("quad witching") are especially volatile. Fin45 tightens stops and reduces new entries around these dates.