Kalshi CPI Seasonal Trader

This is a template. The default signal uses static seasonal adjustment factors for CPI bins -- remix it with real-time BLS data feeds, energy futures curves, or housing indices for live seasonal calibration. The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

CPI has well-documented seasonal patterns that retail traders ignore. Energy costs spike in summer (June peak), housing OER resets in January, and holiday demand lifts December. This skill biases CPI bin probabilities based on the current month's historical seasonal adjustment, then trades when Kalshi market prices diverge from the seasonally-adjusted fair value.

Key advantages:

• Seasonal patterns are persistent -- decades of BLS data confirm monthly CPI biases
• Energy dominance -- summer energy spikes are the strongest and most predictable signal
• January housing reset -- OER annual adjustment creates a reliable January hot-print bias
• Bin structure exploitable -- Kalshi CPI bins create discrete mispricings when seasonal effects shift probability mass

Signal Logic

Seasonal Adjustment Model