According to André Dragosch on X (Dec 10, 2025), Bitcoin (BTC) average returns around FOMC windows are 5D +0.9%, 10D +3.9%, 20D +11.1%, and 50D +28.6% (Source: André Dragosch on X, Dec 10, 2025). The corresponding excess returns versus non-FOMC baselines are 5D -0.9%, 10D ~0%, 20D +2.1%, and 50D -0.9% (Source: André Dragosch on X, Dec 10, 2025). Excess performance is defined as event performance minus the average performance over the same horizon, such as 5D, 10D, 20D, or 50D (Source: André Dragosch on X, Dec 10, 2025). With excess performance fluctuating around 0%, the data indicate almost no significant performance effect from FOMC meetings on BTC compared to non-FOMC dates, suggesting limited historical alpha for event-timed BTC trades around FOMC outcomes (Source: André Dragosch on X, Dec 10, 2025).

According to @timnitGebru, AGI is potentially the most important area to work on, a statement that highlights AGI’s prominence in the current AI discourse, source: https://twitter.com/timnitGebru/status/1996768491601645906. For traders, timestamped AGI commentary like this can be fed into event-study frameworks to test intraday reactions across AI-linked crypto assets and related equities, source: https://ssrn.com/abstract=180948. Empirical research shows social media sentiment can correlate with asset returns, supporting the use of posts like this as inputs to crypto market sentiment models and AI-narrative watchlists, source: https://arxiv.org/abs/1010.3003.