FOMC calendar reconstruction — supporting research v2
Sample: SPY captured close series, Jan 4 2010 to Dec 30 2019; 80 scheduled FOMC dates.
Included: authored code, derived event returns/equity paths/results, Federal Reserve calendar extracts, concentration sensitivity outputs.
Upstream raw SPY file is NOT redistributed: licensing/adjustment provenance has not been independently established. Retrieve the exact public input with fetch_pinned_data.py (network required); the SHA-256 is verified before saving. Public availability does not certify reuse rights or adjustment basis.
Commands from this extracted folder:
  python -m pip install -r requirements.txt
  python fetch_pinned_data.py
  python reproduce_fomc.py --root .
  python reproduce_sensitivity.py
After input retrieval, calculations run offline. Full reproduction requires NumPy; sensitivity alone uses the standard library and included derived returns.
Expected ending values rounded: $34,603 / $31,448 / $30,949. Decision-day compound +10.03%; excluding retrospective top five, -2.01%.
The top five are selected with hindsight. These are selected-day compounded returns, not full portfolio returns. Full-day returns include non-Fed news. Close-column adjustment provenance is unverified; no extra dividends added. No future, causal, risk-adjusted or all-hedges superiority claim. This reconstructs a defined rule and sampler; it is not the unavailable original execution receipt.
The snapshots are preserved from primary Fed calendar retrieval. Upstream access can change; input hash must match. No paid data, account credentials or user holdings included.
