Ballzatram

AI-guided workbenches, simulations, games, and odd tools

Catalyst analysis

Event study workbench

Measure returns around CPI releases, Fed decisions, earnings, or custom dates while preserving clean pre/post windows and caveats.

Window controlled

Guided intake

Start with a decision, not a blank prompt

The workshop guide uses these intake points to ask sharper questions before producing structured output.

Goal

What decision should event study support?

Inputs

Which dataset, ticker, scenario, or assumption set should be trusted?

Constraint

What risk limit, horizon, or caveat should shape the output?

Output contract

Every useful answer becomes a card stack

Recommendation

What the workflow suggests and why it is not automatic advice.

Evidence

The metrics, chart movement, or model signal supporting the view.

Caveat

The assumption, missing data, or model risk that could change the result.

Next step

The most useful follow-up action before exporting or sharing.

Event window

+/-5d

Default review horizon around each catalyst

Avg reaction

+1.8%

Demo cumulative abnormal return

Hit rate

62%

Share of events matching expected direction

Professional review checklist

  • OKAvoid overlapping windows unless the methodology explicitly handles them.
  • OKReport sample size prominently.
  • OKInspect both average and median reactions to avoid outlier bias.

Empty state behavior

Add event dates to produce a pre/post return curve and summary table.

Correlation is not causation. Results are model-dependent and assume regime stability.
Placeholders only. No payment gate.