The Federal Reserve's interest rate decisions at consecutive policy meetings carry outsized importance for global markets, investors, and economic planning. This event aggregator groups three related prediction markets that examine distinct scenarios for the Fed's policy direction across three meetings scheduled for January, March, and April. These three markets move together because they address a single forward-guidance question: will the Fed maintain a consistent stance, introduce a course change, or take an unexpected path? The first market prices the probability of continuous pauses—the Fed holding its current rate steady across all three meetings. The second explores an intermediate scenario in which two meetings yield pauses before a rate cut materializes, signaling a mid-cycle policy shift. The third market captures all remaining outcomes, from surprise cuts and sustained pauses to unexpected rate hikes. Rather than examining each meeting independently, bundling these markets reveals how traders are positioning for Fed narrative risk. If market consensus prices continuous pauses at 45% but pause-to-cut at only 25%, the remaining 30% reflects meaningful uncertainty about the Fed's willingness to pivot. That probability distribution often hinges on recession signals, inflation expectations, or the Fed's confidence in prior tightening cycles. Watch for directional divergence: when inflation surprises higher, continuous-pause probabilities typically rise while cut probabilities fall, as traders reassess Fed patience. The inverse often happens after weak employment data, lifting cut expectations. These markets function as a real-time sentiment gauge for professional traders, economists, and policy observers, capturing aggregate expectations between official announcements and offering signals as fresh economic data arrives.