Kalshi Econ Revision Drift Trader

This is a template.
The default signal uses the well-documented CPI revision bias (+0.03 pp) to shift the fair probability distribution -- remix it with seasonal adjustment patterns, BLS methodology changes, or real-time nowcast data.
The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

BLS CPI initial releases are systematically revised upward by approximately 0.03 percentage points. Markets that resolve on the initial release effectively ignore this revision bias, creating a persistent edge. This skill shifts the CPI probability distribution by the revision bias and trades bins where the shift creates meaningful mispricing.

Key advantages:

• Documented statistical bias -- BLS revision history from 2000-2024 confirms the upward drift
• Structural edge -- as long as markets price off initial releases, the bias persists
• Directional prediction -- higher CPI bins are systematically underpriced
• No timing dependency -- the bias exists regardless of the current CPI level

Signal Logic

Revision Drift Model