Public
CPI hedge
Fragile
“Sell 10% of my consumer staples portfolio and reinvest proceeds into my high-growth tech stocks if CPI is >4% next month.”
From Public
As tested: On each CPI release (mid the following month) with year-over-year CPI above 4% → own QQQ instead of XLP (staples) from the next open for 21 sessions. The 10% scales the result.
Edge per trade-0.97%% vs XLP, per trade
t-stat-0.9795% range -2.93 to +0.98
Trades17Sep 1, 2016 – Oct 12, 2026
Win rate41%beat the comparison
Last 12 months-5.60%1 signals
Why fragile
- t-stat -0.97 is inside the noise
- 82% of resamples have no edge
- 54% of nudged versions keep the edge
- one half carries it (-0.91 before 2022, -1.03 after)
Year by year
2021
+1.43%5
2022
-2.99%8
2023
+1.95%3
2026
-5.60%1
Every signal
| Signal | Basket | Comparison | Edge |
|---|---|---|---|
| Jun 15, 2026 | -4.89% | +0.72% | -5.60% |
| Jun 15, 2023 | +3.54% | -0.41% | +3.94% |
| Apr 17, 2023 | +1.82% | +0.83% | +0.99% |
| Feb 15, 2023 | +0.22% | -0.70% | +0.92% |
| Dec 15, 2022 | +0.75% | -2.10% | +2.84% |
| Oct 17, 2022 | +4.55% | +6.16% | -1.61% |
| Sep 15, 2022 | -9.31% | -4.15% | -5.17% |
| Aug 15, 2022 | -10.95% | -6.25% | -4.70% |
| Jun 15, 2022 | +5.11% | +5.99% | -0.88% |
| Apr 18, 2022 | -9.53% | -1.85% | -7.67% |
| Mar 15, 2022 | +4.30% | +7.62% | -3.32% |
| Jan 18, 2022 | -4.43% | -0.99% | -3.44% |
| Dec 15, 2021 | -4.51% | +2.17% | -6.68% |
| Oct 15, 2021 | +7.24% | +3.82% | +3.43% |
| Aug 16, 2021 | +3.15% | -1.11% | +4.26% |
| Jul 15, 2021 | +1.95% | +2.05% | -0.10% |
| May 17, 2021 | +4.70% | -1.55% | +6.25% |