{"slug": "kalshi-cpi", "title": "US CPI (YoY) on Kalshi: the live MCPI series, backtested", "unit": "%", "source": "Kalshi KXCPIYOY threshold ladders (3 months, public trade tape), BLS first releases from ALFRED", "series": [[1777334340, 3.627], [1777420740, 3.638], [1777507140, 3.636], [1777593540, 3.639], [1777679940, 3.631], [1777766340, 3.63], [1777852740, 3.632], [1777939140, 3.631], [1778025540, 3.595], [1778111940, 3.596], [1778198340, 3.634], [1778284740, 3.638], [1778371140, 3.634], [1778457540, 3.657], [1778543940, 3.651], [1778630340, 3.664], [1778716740, 4.199], [1778803140, 4.191], [1778889540, 4.223], [1778975940, 4.203], [1779062340, 4.21], [1779148740, 4.219], [1779235140, 4.222], [1779321540, 4.22], [1779407940, 4.204], [1779494340, 4.201], [1779580740, 4.192], [1779667140, 4.183], [1779753540, 4.178], [1779839940, 4.181], [1779926340, 4.163], [1780012740, 4.164], [1780099140, 4.199], [1780185540, 4.198], [1780271940, 4.196], [1780358340, 4.182], [1780444740, 4.194], [1780531140, 4.167], [1780617540, 4.17], [1780703940, 4.181], [1780790340, 4.191], [1780876740, 4.188], [1780963140, 4.182], [1781049540, 4.186], [1781135940, 3.768], [1781222340, 3.931], [1781308740, 3.804], [1781395140, 3.881], [1781481540, 3.931], [1781567940, 3.391], [1781654340, 3.411], [1781740740, 3.421], [1781827140, 3.429], [1781913540, 3.426], [1781999940, 3.367], [1782086340, 3.435], [1782172740, 3.399], [1782259140, 3.737], [1782345540, 3.724], [1782431940, 3.733], [1782518340, 3.735], [1782604740, 3.754], [1782691140, 3.755], [1782777540, 3.762], [1782863940, 3.745], [1782950340, 3.75], [1783036740, 3.749]], "band": [], "markers": [{"t": 1778544000, "label": "BLS print 3.81%"}, {"t": 1781049600, "label": "BLS print 4.25%"}], "rolls": [1778716740, 1781222340], "stats": {"points": 67, "months": 3, "span_days": 66.0, "print_lag_days_mean": 40.5, "tracking_err_pp_mean": 0.11}, "note": "The exact series the live MCPI index runs on, reconstructed from Kalshi's public trade tape and stitched front-month. Green markers are BLS first releases (ALFRED vintages): the index carries each month's number weeks before the print lands; the lead shown is release date minus reference-month start, the convention in our backtest paper. Kalshi data is included following the licensing conversation; nothing here is commercialized.", "generated_at": "2026-07-02T08:12:09+00:00"}