A pattern I've noticed across 15+ FOMC meetings: the "FOMC drift" that happens in the days leading up to each meeting. In the 48–72 hours before an FOMC meeting, USD pairs often make a directional move that's the opposite of what the FOMC ends up causing. Example: Before a hawkish FOMC, EUR/USD often rallies 40–60 pips in the 2 days prior — setting up late buyers for a squeeze when the hawkish statement drops. Why does this happen? - Market makers are accumulating positions ahead of the event - Retail traders are buying "anticipation" moves in the wrong direction - The pre-meeting move creates the liquidity that institutional players need for their post-event positions For traders, this creates a setup: 1. Identify the pre-meeting drift direction 2. The FOMC move is often the opposite 3. Position accordingly in the 24 hours before the meeting Have you noticed the pre-FOMC drift pattern? Does it align with your experience?