Scheduled and unscheduled catalysts for this coin: news scored for real price impact, security incidents, and upcoming token unlocks that add supply.

Things that could move the price: news, security problems, and token unlocks — dates when a batch of new coins is released to early investors and team members, adding to the supply. An empty panel genuinely means nothing is scheduled, rather than data failing to load.

This feeds event-driven and catalyst trading. Token unlocks support a supply-shock trade — the size and date are public, so the weakness often arrives before the unlock rather than on it. Scheduled news drives the buy-the-rumour, sell-the-news pattern, where the move happens into the announcement and reverses on it.

Design a new event-driven strategy for QUAI using /api/v1/event/regime/QUAI and the unlock schedule. The rules must be executable in advance — no reacting to news after the fact — so define how many days before a catalyst you act and what closes the position. Validate on /api/v1/backtesting/news-events and /api/v1/backtesting/snapshots?data_type=token_unlocks, and be explicit about any lookahead you had to avoid.

/backtesting/news-events is the archived catalyst tape with the same scoring you see here. Token unlocks have their own snapshot type, /backtesting/snapshots?data_type=token_unlocks, which matters because unlock dates are known ahead of time and are therefore testable without lookahead.

Using CryptoDataAPI, test how QUAI trades around scheduled catalysts. Pull /api/v1/backtesting/news-events and /api/v1/backtesting/snapshots?data_type=token_unlocks, then measure returns from 7 days before each unlock to 7 days after, using price bars from /api/v1/backtesting/klines. Report whether weakness arrived before or on the date, and whether unlock size relative to float predicted the size of the move.