Methodology generated from config + live validation — never hand-written

1. Rebase

Every series is indexed so its base-month mean = 100, making $/gal, cents/kWh and $ rent unitless and comparable.

idx_t = 100 * value_t / mean(value | month = base)

2. Blend & splice

Volatile components ride live market data grafted onto official BLS history at the splice point; weights renormalize as sources phase in.

3. Quality gate

A live component moving more than 5% in one day is held at its prior value for one day; if the move persists it passes through. Publication never blocks.

4. Aggregate

Laspeyres headline over the daily grid; headline YoY is the weighted sum of each component's like-month YoY at its own last observation, carried forward between prints. The weights are time-varying: at each date, BLS relative importance price-updated to that date's own YoY base month (d - 365 days).

headline_yoy(d) = sum_i w_i(base(d)) * yoy_i(d)

5. Variants

Each published cut assembles the same components with a different live/official mix; which component rides live data is config, not code.

gauge · 2018-01..2026-08

corr 0.9308 · mean abs gap 1.06pp

col · 2018-01..2026-08

corr 0.9383 · mean abs gap 3.29pp

tracker · 2018-01..2026-08

corr 0.9978 · mean abs gap 0.1pp

supercore · 2018-01..2026-08

corr 0.9371 · mean abs gap 0.7pp

pce · 2018-01..2026-08

corr 0.9614 · mean abs gap 0.7pp

lead vs print · hindsight

best corr 0.9452 at 1mo ahead

gauge · real-time record · 2018-01..2026-08

corr 0.9475 · mean abs gap 0.98pp · best 0.9507 at 1mo ahead

month-end readings as knowable that day · 2 from the publish ledger, 101 reconstructed from release-dated prints

BLS reconstruction check

Σ wᵢ × BLS YoYᵢ = 3.34% vs official 3.4%

gauge

CPI-comparable: the market-rent blend drives both shelter components; fuel, electricity and piped gas ride live EIA data.

col

Cost-of-living: shelter_owned rides the marginal home-buyer's monthly payment — P = L*r*(1+r)^360 / ((1+r)^360 - 1), L = 0.80 * ZHVI, r = the 30yr mortgage rate / 12 — instead of the market-rent blend; everything else gauge rides live, col rides live too. Graded vs official CPI.

tracker

Official shelter dynamics; only fuel, electricity and piped gas ride live — built to re-track the print.

supercore

Approximation of BLS 'services less rent of shelter' over our coarse components (medical, education & comm, recreation, electricity, utility gas and the CPI residual 'everything else', ~45% of it) — those categories still hold goods (drugs, computers, TVs, furnishings, tobacco), so it is not a services-only cut and runs below the BLS series. Graded vs BLS services less rent of shelter (CUUR0000SASL2RS), not core CPI. Unlike the market 'supercore' it includes energy services, as the BLS aggregate does.

pce

Same 14 components under hand-seeded BEA underlying-detail share weights instead of BLS relative importance, graded vs the official PCE price index rather than CPI.