Spot Gold US 08:30 ET Data-Slot Shock Continuation: after an abnormally wide 08:30-08:45 ET bar that closes near its extreme, trade XAUUSD.SPOTMETAL in the close's direction, exit at a fixed New York time, flat before the 17:00 financing cut (15-MINUTE, long/short, calendar-free event detection)

Mechanism: the 08:30 ET slot carries most US tier-1 macro releases: NFP, CPI, PPI, retail sales, GDP and jobless claims. These move real yields and the dollar, and gold reprices on them more directly than any crypto asset does. The first 15 minutes are dealer and algorithmic repricing. Real-money macro and CTA positioning (ETF flows, the 10:00 ET London PM fix and the US session) then continues to push in the same direction for the rest of the New York morning and afternoon. The test asks whether that slower follow-through is tradable in spot gold. No hard-coded event calendar is needed: an event is any weekday whose 08:30-08:45 ET 15-minute bar (stamped 08:45 ET, because bars are close-stamped) has a high-low range of at least k times the median range of the same slot over the previous N weekdays. A release that moves gold detects itself; quiet release days and no-release days stay below the threshold. DST is handled by converting to America/New_York with the platform session calendar. Direction comes from close location in the event bar. Close in the top fraction q of the range means long; close in the bottom q means short; a close in the middle means no trade (ambiguous reaction). Execution: SPOTMETAL is a session venue, so the decision on the 08:45 ET bar close fills at the next bar's open (next_open_fill, supported) with a market order. The exit is a market order at a fixed New York time (exit_time_et), always at or before 16:00 ET. The position therefore never crosses the 17:00 NY overnight-financing cut and pays no financing. Protective stop: an intrabar reduce-only stop-market at the event bar's opposite extreme (below the event-bar low for longs, above the high for shorts), matched inside the bar by the platform; no exchange-resting order is required. At most one trade per day. Novelty against prior art: the crypto versions failed. 'US Macro-Release-Hour Repricing Continuation' on the AAVE USD-M perp (fee_edge, -0.24%/trade) and the two ETH macro-event continuation tests (fee_edge/overfit) traded an asset with no first-order link to US rates, paid ~0.10% round trip, and used a calendar of only 3 event types. This test moves the mechanism to the asset whose price is directly a function of US real rates and the dollar. Costs are ~0.015% round trip (6-7x cheaper), and the data-slot detector is calendar-free. Existing spot-gold hypotheses in the corpus are Asian-range / London-open breakouts, an Asia-session drift, a previous-day-level OCO breakout and daily macro-trend ideas; none conditions on the US 08:30 ET release slot. Diversity: SPOTMETAL holds 0.2% of experiments; the strategy is long/short and short-horizon (15m), against a corpus that is 52.7% BINANCE and 77.8% long-only. Fee arithmetic: in the 2003-05 to 2007-07 catalog slice (the Dukascopy backfill is still progressing, so this is all the history currently on disk), event days at k=2 with a decisive close-location show a mean absolute 08:45->16:00 ET move of ~0.8%. If continuation holds 55-58% of the time with a symmetric payoff, the signed capture is ~0.12-0.20% per trade, 8-13x the ~0.015% round-trip spread. Disclosure: that same small early slice (58 events, 2003-2007) gave a NEGATIVE signed mean at k=2 (-0.29%). Direction is pre-registered as continuation from the economic argument and is fixed, not tuned. If full history confirms fading, the hypothesis is falsified, not flipped. Firing rate: ~14 events/yr at k=2 in the early slice, more in the higher-volatility post-2008 regime. Expect 250-450 trades over 2003-2026 once backfilled. Risk control route (a): position size = risk_pct x equity / stop distance, where stop distance = |entry - opposite event-bar extreme|. This loses 0.75% of equity at the stop, with notional capped at max_leverage x equity (fixed 4x, below the 20x venue cap).