Experiment
Timestral
Experiment. Mistral Timestral, scored on our prints. Not investment advice.
US CPI YoY
month-of-year
Timestral-28M · 2026-10-20T16:44:11+00:00 · 21 quantiles; bands shown are 10/90, 20/80, 30/70.
| Step | q5 | q10 | q25 | q50 | q75 | q90 | q95 |
|---|---|---|---|---|---|---|---|
| t+1 | 3.55 | 3.72 | 3.97 | 4.16 | 4.36 | 4.61 | 4.80 |
Last 12 prints, one step ahead
Expanding origin on the series as currently published. This is not a real-time vintage. MAE 0.2289 %. 10/12 actuals inside the 10–90 band.
| Date | Actual | Median | q10 | q90 | Error |
|---|---|---|---|---|---|
| 2025-09-01 | 3.02 | 3.06 | 2.73 | 3.40 | 0.04 |
| 2025-11-01 | 2.99 | 3.00 | 2.65 | 3.34 | 0.02 |
| 2025-12-01 | 3.00 | 2.95 | 2.65 | 3.24 | -0.05 |
| 2026-01-01 | 2.83 | 2.97 | 2.67 | 3.25 | 0.15 |
| 2026-02-01 | 2.66 | 2.75 | 2.44 | 3.04 | 0.08 |
| 2026-03-01 | 3.32 | 2.62 | 2.34 | 2.89 | -0.70 |
| 2026-04-01 | 3.95 | 3.57 | 3.16 | 3.98 | -0.37 |
| 2026-05-01 | 4.27 | 4.08 | 3.59 | 4.53 | -0.19 |
| 2026-06-01 | 3.73 | 4.34 | 3.92 | 4.75 | 0.62 |
| 2026-07-01 | 3.54 | 3.44 | 2.96 | 3.92 | -0.10 |
| 2026-08-01 | 3.71 | 3.53 | 3.08 | 4.01 | -0.18 |
| 2026-09-01 | 4.02 | 3.79 | 3.36 | 4.21 | -0.24 |
Context is the latest published vintage, not the real-time vintage. The score, when we have one, is against the first print.
Known future: month of the year. NFP does not use a survey-week flag; that rule is not a stable monthly feature.
