Author claims an AI-assisted diff of FOMC statement language revealed softened inflation-risk wording and used it to buy 0dte SPY calls.
Unpriced research observations (excluded from Calls and Returns):
SPY — LONG The author argues central-bank statement wording changes, especially deletions, move markets more than rate decisions and are exploited by quant NLP desks. He says his AI diff of the January FOMC statement found "upside inflation risks" softened to "lessening risks," so he bought 0dte SPY calls while headlines focused on Trump and Fed independence. The catalyst was the FOMC statement release and the market's delayed algo reaction, with the stated risk that sometimes there is no signal or the diff is meaningless. The underlying for this directional options thesis is SPY; returns would track SPY, not option P&L. ambiguous_option_contract
i bought 0dte spy calls while cnbc was still talking about trump wanting 1% rates.