Catalyst Calendar

A calendar of dates is a list; a catalyst calendar is a decision-pressure ranking. An event earns its place because it can move the estimate path, the narrative, the multiple, position size, the downside case, liquidity, or the odds of another event. Proximity alone ranks nothing: a high-materiality readout in eleven weeks outranks a routine print on Thursday, and the routine print belongs in a hygiene block.

Evidence labels, source tiers, staleness, the readiness posture and the intake limits: .agents/skills/research-conventions/SKILL.md, read before the first deliverable.

Step 1: Scope the universe

Settle four things, taking the mandate and horizon from memory per .agents/skills/research-conventions/references/intake.md and asking only about what it leaves open:

• The universe: tickers, a portfolio or watchlist file, a sector, or an index.
• The horizon: the next two weeks, a month, a quarter, or through the next reporting season.
• Whether macro releases and policy dates are in scope, or only issuer events.
• Whether the output goes to the desk or outside it, which decides the externally clean rule in step 7.

With nothing supplied, ask for one of those four concrete inputs and say what the default calendar will contain once it arrives (a rolling ninety days, issuer events plus the macro releases that bind the sector).

Done when the universe resolves to a named list of issuers, the horizon has dates, and the macro decision is recorded and the destination is recorded as desk or external.