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Scheduled macro events compress decision time and widen costs. Treat them as risk infrastructure, not a content feed.
Spreads widen, stop density rises, and thin books punish market orders. An “idea” that ignores cost is not an edge.
Central bank decisions and major CPI/NFP prints are liquidity events first. Directional narratives are secondary.
Write a news policy before the print: flatten, reduce size, or allow a rules-built EA through a filter. Do not invent policy mid-candle.
If you run multiple prop seats, shared news risk is correlation — even when pairs differ.