Original Research Lead hypothesis. It is a frozen-rule, disjoint-universe replication (lesson L228: a transfer is a fresh test) of the turn-of-the-month (TOM) flow window. That window has been promoted twice on USEQ: the SPY TOM rule (paper, 401 trades, average trade 0.25%) and the emerging-market country-ETF TOM basket EWZ/EWY/EWT/FXI/INDA (paper, 1,379 trades, average trade 0.44%, Sharpe 0.61). Mechanism (Lakonishok-Smidt 1988; McConnell-Xu 2008, who found the effect in 30 of 35 countries): month-end pension, payroll and 401k contributions, plus index and mandate rebalancing, land in the last session of the month and the first 3 sessions of the next. The new universe is the four DEVELOPED-market country/region ETFs in the platform universe, selected by a rule: every non-US developed-market country or region ETF in config/us_equities_universe.txt. That gives EWG (Germany), EWJ (Japan), EWU (UK) and EFA (EAFE). EWG/EWJ/EWU have daily bars from 1996-03 and EFA from 2001-08. None of them overlaps the SPY or EM runs. These are fixed listed ETFs that all still trade, so there is no point-in-time membership issue. A leg joins the basket from its first bar. Execution: USEQ is a session venue, so a decision made at session N's close fills at session N+1's OPEN (next_open_fill, supported). The rule is: at the close of the second-to-last NYSE session of the month, order the basket; it fills at the open of the month's LAST session. At the close of the 3rd session of the new month, order the exit; it fills at the open of the 4th session. That holds 4 sessions open-to-open. Trading days and month boundaries come from the platform session calendar (src.strategies.helpers.sessions), never hard-coded dates. PRE-REGISTERED PRE-STUDY (fixed rule, catalog open prices, NYSE calendar, 1996-03 to 2026-10). 367 distinct month windows (the independent unit, per L238; the per-name trade count of about 1,400 overstates the evidence). Equal-weight basket gross window return: mean +0.215%, hit rate 0.59, t = 1.72. Per-session drift is 0.054% inside the window vs 0.012% outside it. Sub-periods: 2010+ mean +0.076% over 201 months; 2018+ mean +0.227% over 105 months. The effect is real but weaker than on the EM basket. The non-TOM drift is positive, so a short arm outside the window would lose money (consistent with L230); the design stays long-or-cash. Incremental test (L217): the comparator is the same basket held only on random 4-session blocks, whose expected return is 4 x 0.012% = 0.05%. The window should add about +0.16% per month over that. COSTS: USEQ has zero commission; the spread plus impact is about 0.02-0.05% per round trip on these liquid ETFs. The 0.215% gross per window is about 4-5x that cost.