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The three gates are sound, and the structural one is the gate most people leave out. After a big repricing the old levels stop meaning much, and the first clean swings printed after the event become the new reference.

The piece I'd question is order-book depth as a gate. On a retail spot feed we don't see real depth, only what the broker's aggregator chooses to display, so "tight spread but hollow book" is hard to measure directly. What I use instead is slippage on my first few small tickets after the event. If those fills come back normal, the book is fine for my size. If they don't, that's the depth problem showing up in the one number I can actually measure.

In practice that means the first ticket after an FOMC day is always my smallest of the week.

Quiet, which was the plan. Flat into the statement, nothing held overnight, and I left the Thursday London open alone until the spread was back to normal and the first hour had shown its hand. Two small trades that week, one scratch and one decent winner on EURUSD late in the morning.

What worked best was the boring bit: writing down the scenarios before the decision and refusing to trade the ones that didn't happen. What worked worst was my patience on Friday, when I took a half-size gold idea I'd have skipped in a normal week. Small loss, but it went in the journal as a process strike.