DOSSIERSBP-NEWS-CATALYST-SCANNER
github.com/bayesianpivot-publicTier-1 Macro News & Judas Reversal Scanner
post-news liquidity sweep capture & spread spike windowing
Published: 2026-07-27 | Project: BayesianPivot | Discipline: Quantitative Engineering & Microstructure
Author: Nicholas Alexander MacAskill — Founder & CTO, Flocano Labs | Canonical: https://www.nicholasmacaskill.com/dossier/bp-news-catalyst-scanner
Pause Window
T-1m to T+2m
Verified Invariant
Judas Window
T+2m to T+15m
Verified Invariant
Pre-News Range Lock
T-15m 15m Candle
Verified Invariant
1. The Spread Spike Window (T-1m to T+2m)
Traditional news filters halt trading for hours, missing the highest volatility setups of the week. We refined CRYPTO_CATALYST_WHITELIST in src/engines/news_filter.py to strictly track high-impact USD events (FOMC, CPI, NFP, PCE, PPI, Fed Chair) while shrinking the protection pause strictly to T-1m to T+2m around release times to avoid exchange spread widening.
2. The Judas Reversal Engine (`src/engines/news_catalyst_scanner.py`)
To actively capitalize on news volatility, we built NewsCatalystScanner:
- Range Locking: Locks the pre-news 15-minute price boundaries at T-15m.
- Sweep Verification: Between T+2m and T+15m, the scanner monitors for aggressive institutional liquidity sweeps beyond the pre-news high/low directly into High Time Frame (1H/4H) Points of Interest (POIs).
- Displacement Trigger: Submits immediate limit entries when 1m/5m Fair Value Gaps (FVGs) displace back inside the pre-news range.
