A LOW-FREQUENCY, EVENT-GATED, LONG-ONLY overlay on the two most liquid US index ETFs (SPY primary, QQQ secondary) on the commission-free USEQ venue, daily bars. The strategy is FLAT ~96% of the time and only holds equity risk in the roughly 24-hour window immediately preceding each SCHEDULED FOMC policy announcement. The mechanism is the pre-FOMC announcement drift (Lucca & Moench 2015): a large, statistically robust fraction of the entire US equity risk premium is earned in the 24h ahead of scheduled FOMC decisions (~+40-49bps average SPX return 1994-2011, positive in ~70-80% of events), as investors are compensated for bearing pre-announcement policy uncertainty that resolves at 2pm ET on the decision day. This is deliberately NOT a momentum clone (L94/L95), NOT a crypto pairs/cointegration spread (L96), NOT a short-vol/VRP harvest (options graveyard: no_edge/risk_reject), and NOT a fee-fragile sub-fee microstructure fade (the 484-death fee graveyard). The FOMC meeting calendar is public, fixed, and known-history, so the entry trigger is fully deterministic and 100% backtestable on decades of daily data. The developer embeds the list of scheduled FOMC announcement dates (8/year; the Fed publishes them years in advance). The strategy is intentionally 2-parameter (entry lead in trading days, per-instrument gross exposure) to resist the 380-death overfit graveyard. Instruments: ["SPY.USEQ", "QQQ.USEQ"].