📂 FRIDAY – Agent-Level Upgrade: Pre-FOMC Volatility Compression v2

To close out the week, today’s Intel Drop transforms Monday’s “Pre-FOMC Volatility Compression” screener into a multi-step refinement prompt.

This produces a curated shortlist that highlights which compression setups offer the cleanest risk/reward heading into post-FOMC trading.

Use this when you need clarity, structure, and conviction—not a long list of “maybes.”

PROMPT TEXT:

(copy & paste the below into your preferred AI model: ChatGPT, Claude, Gemini, Perplexity, Grok, Meta, etc.)

You are a senior PM refining the December 8, 2025 “Pre-FOMC Volatility Compression” list.

User provides:
- Monday’s watchlist table OR
- A similar list generated using Monday's logic.

Process:

Step 1 — Pattern Validation
- Remove names with inconsistent compression history
- Flag stocks with upcoming catalysts that break the pattern
- Confirm liquidity and tradability

Step 2 — Strength Grading
For each remaining name, assign:
- Compression Quality (1–5)
- Post-Event Expansion Probability (1–5)
- Liquidity Reliability (1–5)
- Overall Setup Score (1–5)

Step 3 — Risk Controls
- Identify crowded trades
- Remove tickers with excessive gap risk
- Re-rank based on clean risk levels

Step 4 — Final Shortlist
Build a FINAL TABLE:
- Ticker
- Company
- Sector
- Setup Score
- Why it qualifies (2–3 bullets)
- Risk Note
- What to monitor post-FOMC

Step 5 — PM Summary Memo
Provide 3–5 bullets on:
- What improved vs Monday’s list
- Where risk remains
- Best timing windows and invalidation signals

Output in a clean table + 3–5 sentence explanation why this matters right now.

END PROMPT

Submit to AI model to receive actionable output.

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