backtest
Can FOMC dates and a market trend replace reading the news?
Instead of headlines, I skipped new buys when the market was under its 200-day line or around FOMC.
I cannot replay the news archive, so I stood in for what news often encodes. Sit out if the market is under its 200-day line. Take no new buys the day before or after FOMC. Trade count falls, expected R per trade ticks up, compounded return falls.
Honest claim
Calendar/regime filters are point-in-time deterministic — not an LLM news desk test. E[R] bumps slightly when macro gates trim trade count; CAGR falls because fewer trades compound.
Source
Summarized from state/reports/macro_proxy_bt.md.