Events

Events are pre-known — earnings dates, FDA decision deadlines, FOMC meetings, EIA inventory releases, M&A close dates. Each one is deduplicated by source + key and persisted to the events table.

Why events matter

• An imminent event (within a configured horizon) triggers an intraday "react now" pass.
• Events with a known event_type are matched to analogous historical occurrences for pattern-based win rate, average return and optimal hold window.
• Per-ticker events let the AI weight signals more heavily when the news ties to an upcoming catalyst.

Pattern matching

For earnings, drug approvals and similar repeatable event types, we pull analogous prior occurrences and compute win rate, average return, max drawdown during hold, optimal entry-days-before and exit-days-after. These appear in the brief reasoning and in the Backtests page.