CONVEX
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▍ STATISTICAL PROJECTION · YEAR-END 2026

Based on current macro regime conditions and cpi: supercore services's historical behaviour in similar regimes, the model projects 453.34 by 2026-12-31 ( +2.3% from 443.15 today). The 68% confidence range is 451.54 to 455.14; the wider 95% range is 449.82 to 456.86. Methodology below the headline.

Central Estimate
453.34
+2.3% vs current 443.15
68% Range (±1σ)
451.54 to 455.14
95% Range (±1.96σ)
449.82 to 456.86
Central estimate uses the unconditional 25-year historical average because current regime buckets had insufficient observations to produce a reliable blend.
METHOD: CENTRAL = SAMPLE-WEIGHTED MEAN OF PER-ANCHOR CURRENT-REGIME 1Y AVERAGES, SCALED TO 189-DAY HORIZON. BAND = ±σ√T USING 0.5% ANNUALIZED REALIZED VOL.
EXPECTED TO BE 453.34 BY 2026-12-31 (HIGHER FROM 443.15 ON 2026-04-01). NOT INVESTMENT ADVICE.
▍ MODEL · STATISTICAL FORECAST · 2026

CPI: Supercore Services Forecast 2026

Quantitative analysis from 298 observations of CPI: Supercore Services history, joined to four universal macro regime classifications. Numbers are computed, not narrated.

ByConvex Research Desk·Edited byBen Bleier·
CUSR0000SASLE · LAST
443.15
AS OF 2026-04-01
Percentile · 25Y History
99.7th

Performance by Window[02]

WINDOWNANN RETANN VOLRET/VOLHIT %TOTAL
1Y123.26%0.32%10.04100.0%3.25%
3Y354.05%0.40%10.21100.0%12.28%
5Y604.77%0.51%9.30100.0%26.25%
10Y1203.69%0.58%6.4096.6%43.67%
All2983.06%0.47%6.5598.0%111.63%

Annualized total return = (1 + total)^(1/years) - 1. Ret/Vol is the annualized return divided by annualized volatility (Sharpe-equivalent without risk-free subtraction). Hit % = pct of single periods that were positive.

Where We Are Now[03]

Percentile Rank
99.7th
209.40median 288.89443.15
Current value 443.1540 on a 298-observation history going back to Jun 1, 2001.
Volatility Regime
elevated
0.39%REALIZED 30D ANN
Sits at the 72.0th percentile vs full history. Median 0.31%.

Forward Returns by Macro Regime[04]

How CPI: Supercore Services has performed historically conditional on the prevailing macro regime. The current bucket is highlighted; +1Y averages drive the headline signal above.

VIX
Volatility regime: Low (<15), Normal (15-25), Elevated (25-40), Extreme (>40)
CURRENT: 17.26 Normal (15-25)
REGIME BUCKETN+30D+90D+1Y AVG+1Y MEDHIT %
Low (<15)650.26%1.02%3.05%2.96%100.0%
Normal (15-25)900.25%1.07%3.24%2.87%100.0%
Elevated (25-40)320.29%1.06%3.14%2.87%100.0%
Extreme (>40)3n/an/an/an/an/a
10Y-2Y Yield Curve
Yield curve regime: Inverted (<0bps), Flat (0-100bps), Steep (>100bps)
CURRENT: 0.50 Flat (0-100bps)
REGIME BUCKETN+30D+90D+1Y AVG+1Y MEDHIT %
Inverted (<0bps)270.40%1.54%4.37%4.11%100.0%
Flat (0-100bps)620.27%1.12%3.29%3.00%100.0%
Steep (>100bps)1000.21%0.86%2.70%2.59%100.0%
HY OAS Spread
Credit regime: Tight (<350bps), Normal (350-500bps), Stressed (>500bps)
CURRENT: 2.76 Tight (<350bps)
REGIME BUCKETN+30D+90D+1Y AVG+1Y MEDHIT %
Tight (<350bps)240.30%1.26%4.31%3.61%100.0%
Normal (350-500bps)450.32%1.33%3.85%3.15%100.0%
Stressed (>500bps)180.29%1.09%3.16%2.87%100.0%
Trade-Weighted Dollar
Dollar regime: bottom/middle/top tercile of trailing 5Y rolling distribution
CURRENT: 118.04 Weak (bottom tercile)
REGIME BUCKETN+30D+90D+1Y AVG+1Y MEDHIT %
Weak (bottom tercile)340.21%0.86%2.69%2.50%100.0%
Neutral (middle)380.22%0.92%2.87%2.50%100.0%
Strong (top tercile)770.29%1.17%3.40%3.04%100.0%

Forward returns are forward-looking from each historical observation in the bucket; +252d corresponds to one trading year. Buckets with fewer than 5 forward-return observations are reported as n/a. These are conditional historical averages, not forecasts.

Lead-Lag Relationships[05]

For each universally-recognised leading indicator, the lag at which the daily-return correlation peaks. Positive lag means the anchor leads CPI: Supercore Services; negative means it lags.

ANCHORROLEPEAK LAGPEAK CORRZERO-LAGRELATIONSHIP
Initial Jobless ClaimsLabor leader0d-0.365-0.365coincident
10Y-2Y Yield SpreadRecession leader-28d0.326-0.020lags target by 28d
HY OAS SpreadCredit risk leader+17d-0.241-0.199leads target by 17d
10Y Treasury YieldDiscount-rate driver0d0.2330.233coincident
U-Mich Consumer SentimentSurvey leader-59d0.2150.097lags target by 59d
NFCIFinancial conditions+25d-0.1940.022leads target by 25d
Trade-Weighted DollarFX driver-57d-0.190-0.025lags target by 57d
Baa-10Y SpreadCredit risk (slow)0d-0.173-0.173coincident
CopperGlobal growth proxy-57d0.159-0.009lags target by 57d
VIXVolatility leader-45d0.134-0.050weak

Pearson correlation of daily returns over up to 25 years of overlapping history, searched across a ±60-day lag grid. Indicators classified as “weak” don't have meaningful predictive power at daily resolution; many of these (yield curve, NFCI, sentiment) lead at monthly/quarterly horizons instead.

Historical Analogs[06]

Periods where CPI: Supercore Services sat at a similar percentile rank to today, with what happened over the next 30 / 90 / 252 trading days. Analogs are clustered to avoid double-counting nearby dates.

DATEVALUE+30D+90D+1Y
Mar 1, 2025427.91100.30%1.10%3.56%
Dec 1, 2024424.22700.47%1.17%3.43%
Sep 1, 2024420.37700.40%1.39%3.48%
Jun 1, 2024416.08000.31%1.43%3.61%
Mar 1, 2024412.73300.40%1.12%3.68%

Worst Historical Drawdown[07]

-0.52%PEAK-TO-TROUGH
Peak Feb 1, 2020 → trough May 1, 2020. Recovered to prior peak on Jul 1, 2020 (61 days).
All-time high: 443.1540 on Apr 1, 2026 · Current DD from ATH: 0.00%

Largest Single-Period Moves[09]

▲ Up
  • Jun 1, 20220.76%
  • Apr 1, 20220.74%
  • Sep 1, 20220.73%
  • Feb 1, 20230.63%
  • Jan 1, 20240.60%
▼ Down
  • Apr 1, 2020-0.37%
  • Jan 1, 2010-0.19%
  • Mar 1, 2020-0.10%
  • May 1, 2020-0.05%
  • Mar 1, 2017-0.03%

Calendar-Month Seasonality[10]

Average single-period return aggregated by the calendar month in which the period ended.

MONTHAVG RETURNHIT %N
January0.29%96.0%25
February0.26%100.0%25
March0.24%92.0%25
April0.24%96.0%25
May0.23%95.8%24
June0.25%100.0%24
July0.28%100.0%25
August0.25%100.0%25
September0.24%100.0%25
October0.26%100.0%24
November0.26%96.0%25
December0.24%100.0%25

N = 298 OBS · GENERATED 2026-05-18 09:00Z

Forecast Approach

regime implied: The current macro regime classification (Goldilocks, Reflation, Stagflation, or Deflation) dictates the expected direction and magnitude of movement, calibrated against historical regime performance.

Consensus source: Cleveland Fed nowcast and breakeven inflation

Key Drivers & Risks

  • Energy prices
  • Shelter costs
  • Wage growth
  • Supply chains
  • Monetary policy

Historical Volatility

Low-moderate: 1-3% annual range under normal conditions

Frequently Asked Questions

What factors could push CPI: Supercore Services higher?

The primary drivers that tend to lift CPI: Supercore Services depend on the current macro regime. Inflation erodes purchasing power and forces central banks to tighten, squeezing equity multiples and increasing credit stress. Breakeven rates reveal what the bond market expects for future inflation, while CPI and PCE measure what consumers actually experience. Divergences between market expectations and realized prints create some of the highest-impact trading events of the year. Convex tracks these drivers live across the Inflation category and flags when multiple forces align in the same direction. See the "Key Drivers & Risks" section on this page for the current list, and check the regime dashboard for how the macro backdrop is currently tilted.

What factors could push CPI: Supercore Services lower?

The same transmission channels that drive CPI: Supercore Services higher operate in reverse when conditions flip. The risk drivers listed above map directly to scenarios that, if triggered, would pull this metric in the opposite direction. Convex aggregates these into a scenario-weighted probability distribution rather than a point forecast, so the magnitude depends on which scenarios activate.

Where does consensus see CPI: Supercore Services heading?

Rather than publish a point target that goes stale the day after release, Convex assembles consensus from the macro regime classification, active scenario probabilities, and historical base rates. Point forecasts from banks and strategists are worth reading for context, but they typically cluster around the consensus and miss the tail events that actually move markets. The scenario-weighted approach here captures that tail risk explicitly.

What is the historical range for CPI: Supercore Services?

Historical ranges for CPI: Supercore Services vary dramatically by regime. A level that is extreme in Goldilocks can be routine in Stagflation, and vice versa. The Historical Volatility section on this page describes the typical range and regime-specific behavior. For the full multi-decade history, visit the CPI: Supercore Services chart page, which includes selectable time ranges up to five years and downloadable data.

How often is the CPI: Supercore Services forecast updated?

This forecast page recalculates whenever the underlying data or regime classification changes, typically within hours of new data releases. The scenario probabilities refresh daily as the macro state is regenerated. Specific drivers listed on this page reflect the current state of the Convex regime engine, not static historical assumptions.

Is this forecast actionable for trading?

Convex forecasts are informational and educational. They describe probability distributions and regime-conditional paths rather than specific entry and exit levels. Traders and portfolio managers use them alongside other inputs including position sizing rules, risk management, and their own conviction calibration. They are not investment advice.

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Forecasts are model-based projections derived from current regime classification, scenario probabilities, and historical patterns. They are not investment advice. All investments involve risk.