How do I add a local calendar on the hard drive?

I need to create a set of local calendars that live on the hard drive, and not shared to my iCloud calendar. The reason is strictly to keep the calendar totally private and beamed out (accidentally, or otherwise).

Looking at the Calendar app, it doesn't look like there's a way to do this. The only way to add a calendar is if it's associated with an online calendar - google, yahoo, icloud, etc. Has anyone figured out how to create a local calendar? Thanks!