CPI Prediction Dashboard

Live record · since June 2026

Real forward forecasts, scored against the BLS print using the model's locked call from the day before release. May 2026 is the first scored cycle.

Forecasts scored

Bucket hit rate

1/1

realized = model's top bucket

Avg abs error

0.04pp

point estimate vs actual

Live trades

no edge cleared yet

May 2026 CPI

model called 4.24% · actual 4.2% · miss +0.04pp

bucket hit

36.8% on 4.2%

June 2026 CPI

model calling 4.06% · releases 2026-07-15

pending

No live trades yet — by design. The strategy only bets when a bucket clears its edge threshold and the model has conviction the Cleveland Fed baseline is wrong (|credibility| ≥ 2), inside a 5–14 day pre-release window. The first live trading window opens July 1 — the June 2026 cycle (the first the model sees from the start) releases July 15, and trades fire only 5–14 days before a release. Earlier cycles either predate launch or, like May, were correct no-bets where the model lacked conviction.

Backtest · simulated

not live

How the strategy would have done on historical markets. These 7 trades were generated retrospectively on 2026-06-02, before launch — shown for context only and excluded from the live record above.

Backtest P&L

+$147.64

on $1000 bankroll

Return

+14.8%

Win Rate

14.3%

1 wins / 7 trades

Avg P&L / Trade

+$21

expected value per entry

Strategy: Enter when |credibility score| ≥ 2 and fee-adjusted edge ≥ 5pp, 5–14 days before release. Size by multi-bucket half-Kelly with credibility-scaled cap (20–40% bankroll). Win rate is low by design — the strategy bets on tail mispricing that only resolves sharply when the Cleveland Fed is significantly wrong. Full methodology →

Cumulative P&L (paper bankroll $1,000)

Simulated trade history (7)

february-inflation-us---annual

Entered 2026-03-04 · Settled 2026-03-11 · cred +2 · backtest

$-100.00

actual 2.4%

Bucket	Entry px	Size	Edge	P&L
2.2%	1.5¢	$32	+9.4pp	$-32.00
2.3%	9.0¢	$45	+12.2pp	$-45.15
2.6%	5.6¢	$23	+6.4pp	$-22.85

november-inflation---annual

Entered 2025-12-11 · Settled 2025-12-18 · cred -2 · backtest

+$930.34

actual 2.7%

Bucket	Entry px	Size	Edge	P&L
≤2.8%	2.9¢	$30	+8.1pp	+$999.86
2.9%	14.0¢	$44	+10.4pp	$-44.43
≥3.2%	3.1¢	$25	+6.6pp	$-25.09

october-inflation---annual

Entered 2025-11-15 · Settled 2025-11-22 · cred -2 · backtest

$-100.00

actual 3.0%

Bucket	Entry px	Size	Edge	P&L
≤2.8%	0.8¢	$45	+15.6pp	$-44.86
2.9%	10.2¢	$55	+17.3pp	$-55.14

september-inflation---annual

Entered 2025-10-17 · Settled 2025-10-24 · cred -4 · backtest

$-200.00

actual 3.0%

Bucket	Entry px	Size	Edge	P&L
≤2.9%	14.0¢	$200	+17.7pp	$-200.00

august-inflation---annual

Entered 2025-09-04 · Settled 2025-09-11 · cred -2 · backtest

$-100.00

actual 2.9%

Bucket	Entry px	Size	Edge	P&L
2.7%	2.8¢	$100	+16.6pp	$-100.00

july-inflation---annual

Entered 2025-08-05 · Settled 2025-08-12 · cred -3 · backtest

$-150.00

actual 2.7%

Bucket	Entry px	Size	Edge	P&L
≤2.6%	8.0¢	$150	+15.0pp	$-150.00

november-inflation

Entered 2024-12-04 · Settled 2024-12-11 · cred -3 · backtest

$-132.70

actual 2.7%

Bucket	Entry px	Size	Edge	P&L
2.6%	14.0¢	$133	+11.2pp	$-132.70