Forecast Alpha
Dashboard
CPI / InflationDemo dataLONG NO

Core CPI below 3.0% YoY for February 2026?

Market 100.0% against model 95.0%. Resolves in resolved, data updated 14d ago.

Share on X
Market
100.0%
Modelsim
95.0%
Edge EVsim
+36.0%
Confidencesim
0.76
Risksim
38
Liquidity
81
Volume
$164,025

Decision layer

Actionable research signal

The model disagreement survives the current gates. This is still research context, not financial advice.

LONG NO
Edge
+36.0%
clear

Expected value after costs, not raw probability spread.

Confidence
0.76
clear

How much support the model sees across available inputs.

Liquidity
81
clear

Thin markets can erase apparent edge through spread and slippage.

Risk
38
clear

Resolution ambiguity, timing, and data quality pressure the decision.

Data
74/100
clear

usable feature coverage.

Why / why not trade

One decision layer for the market read.

This public box mirrors the internal diagnostic style without exposing execution controls: decision, probability gap, cost-adjusted edge, blocker, and next thing to monitor.

LONG NO
Decision
Long NO research signal

side NO

Model vs market
-5.0pt

95.0% model / 100.0% market

Edge after costs
+36.0%

fees, spread, slippage, risk

Top blocker
Clear

Model edge survives the current public research gates.

Next watch condition

Watch whether the market price moves toward or away from the model.

Read this market in three passes

1. Probability gap
-5.0pt

Model 95.0% vs market 100.0%.

2. Edge after costs
+36.0%

Raw disagreement is reduced by fees, spread, slippage, and risk controls.

3. Decision
LONG NO

Model leans NO

Why this read matters

The model-market gap currently survives the decision gates, but it is still research context and must be judged against the public track record.

Data quality
74/100
Open risksim
38
Liquidity
81
LONG NO
Market
100.0%
Modelsim
95.0%
Edge (EV)sim
+36.0%
Confidencesim
0.76
Risk scoresim
38
Liquidity
81
Resolves in
resolved

Volume $164,025

Market-implied vs model probability

Market-impliedSOURCE: DEMOModel estimateSIMULATEDModel above marketModel below market

Factor attribution

SimulatedGen v3 - V3 feature-model

The model estimates a 5-point lower probability than the market, primarily driven by historical base rate.

Factor attribution table showing how each input shifted the model probability
FACTORSIGNALWEIGHTLOG-ODDS ΔDIRECTIONDESCRIPTION
Historical base rate52%+0.080BullishHistorical frequency for this kind of event — the prior before any market-specific evidence.
Model probability95.0%Prior: 52% · Market: 99.0%
Confidence (λ)0.76Final: 95.0% = λ·model + (1−λ)·market
Confidence components: data quality 0.74 · factor agreement 0.70 · liquidity 0.81

Comparable eventsseeded prior 52% - 3 matches (min 8 for historical)

EventDateOutcomePrior mkt prob.
US CPI June 2023 — 3.0% YoY (downside miss)2023-07-12Headline 3.0% vs 3.1% expected. Core 4.8%.--
US CPI November 2022 — 7.1% YoY (downside miss)2022-12-13Headline 7.1% vs 7.3% forecast. Downside surprise.--
US CPI March 2021 — Core 1.6% YoY (in-line)2021-04-13Headline 2.6% YoY, Core 1.6%. In-line with forecasts.--

Real historical events from the comparable-events library (showing 3 of 3 matched). The model's base rate is the realized frequency over the full matched set.

Scenario treeEngine template

Clearly below (≥0.2pp)p=55% · EV(YES) +0¢Just at / rounding-dependentp=45% · EV(YES) +0¢Print at or below thresholdp=95%Print above thresholdp=5% · EV(YES) -100¢CPI releaseroot

Node probabilities are conditional on the parent; hover for cumulative path probability. Leaf EV is per $1 YES contract at the current price, before fees (fee-adjusted EVs in the table on the left).

PathPath prob.YES paysEV (YES, after costs)
Print at or below threshold > Clearly below (≥0.2pp)52.3%$1-3.0c
Print at or below threshold > Just at / rounding-dependent42.8%$1-3.0c
Print above threshold5.0%$0-103.0c

Root-implied probability 95.0% reconciles with the model's 95.0% (±1pt invariant).

Description

Resolves based on the BLS CPI release on March 12, 2026 reporting Core CPI (ex food & energy) for February 2026.

Resolution criteria (verbatim, with analyzer flags)

ambiguity 8/100analyzed by heuristic

Resolves YES if the Bureau of Labor Statistics reports Core CPI (excluding food and energy) below 3.0% year-over-year for February 2026 in the March 12, 2026 release.

Resolves Sat, 14 Mar 2026 03:48:52 GMT. The contract pays on these exact criteria, not on the thesis.

Suggested paper position

SideYES
Entry100c
Kelly fraction-35299900.0%
Quarter-Kelly, capped0.0%
Category used$0 / $15,000
Size$0

Paper position only. No real-money execution

Live open-market tracking

Market move
+48.0pt
Toward model
Yes
Edge closed
+4.0pt
Snapshots
8

Since the first stored model read on 2026-02-21, the market has moved from 52.0% to 100.0%.

This is a directional diagnostic for unresolved markets, not final performance. Resolved outcomes still determine the official live record.

Data quality74/100 - usable

Demo seed — synthetic market datarel 90 - 1 feature
Demo seed — synthetic momentumrel 90 - 1 feature

When features are unavailable, the model increases uncertainty and weights the final estimate closer to the market price. Lower data quality does not mean the market is wrong. It means the model is being appropriately humble.

Risk factor breakdownsim

Inverse liquidity19
Price volatility77
Resolution proximity100
Data quality16
Category base risk30
Resolution ambiguity8
Regulatory exposure0
Portfolio concentration0

Composite score 38/100, higher = riskier.