Event-driven calendar strategy on SPY.USEQ daily bars, built on the pre-FOMC announcement drift documented by Lucca & Moench (2015, Journal of Finance, 'The Pre-FOMC Announcement Drift'): from 1994 to 2011 the S&P 500 earned roughly 49 bp on average in the 24 hours before scheduled FOMC statements, which is a large share of the total equity premium over that period. The commonly cited explanation is resolution of macro uncertainty and dealer risk-bearing ahead of the announcement. The strategy holds SPY only around the 8 SCHEDULED FOMC statement days per year and is in cash otherwise, so it is exposed about 2-4% of sessions. The FOMC calendar is public, known-in-advance history. The developer hard-codes the scheduled statement dates (federalreserve.gov FOMC historical calendars, 1994 to present, plus the published 2026 schedule) as a constant list of dates in the strategy; for two-day meetings the statement date is the second day. Unscheduled or emergency actions (e.g. 2001-09-17, 2008-10-08, 2020-03-03, 2020-03-15) are EXCLUDED because they were not known in advance. No supplementary feed is needed (L189). Execution: USEQ is a session venue, so a decision taken on the close of daily bar N fills at the OPEN of session N+1 (supported next_open_fill). Market-on-close is unsupported, so the literature's exact 14:00-to-14:00 window cannot be replicated on daily bars; the contract instead holds from the open of the session before the statement day to either the open of the statement day or the open of the session after it. Each choice is a tunable. Novelty: the knowledge base has no FOMC/macro-event-calendar hypothesis (searched 'FOMC'), and this is not momentum, mean reversion or trend. The fact that it is flat ~97% of the time makes it uncorrelated with the deployed portfolio. SPY is used deliberately because the documented effect is on the S&P 500, and SPY has 30+ years of daily bars covering about 260 scheduled events. Fee arithmetic: USEQ round trip is about 0.03-0.05% (spread plus impact, zero commission). The literature drift is about 0.49% per event pre-2011 and is reported weaker since (Kurov, Wolfe & Gilbert 2021 find it attenuated after 2015). I expect our open-to-open window to capture 0.15-0.30% per event on average over the full sample, which is 3-6x the round-trip cost. Firing rate: 8 events/yr x ~32 years = ~260 trades; the sandbox's 20k-bar budget covers the whole daily history.