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US 118-Day Bill Auction held to 0.09 in October 2020, released November 2020.
Sigmacast track record will appear here once this indicator has been released 3+ times since Sigmanomics began tracking.
Sigmacast Σ-direction model: consensus + ½ × mean(surprise, trailing 90d).
| Symbol | Direction | Correlation | Asset Class | Signal Bias | Action |
|---|---|---|---|---|---|
| S&P 500 | ▲ Direct | +0.50 | INDEX | Bullish Stocks | → View |
| EUR/USD | ▼ Inverse | −0.45 | FOREX | Bearish EUR | → View |
| USD/JPY | ▲ Direct | +0.40 | FOREX | Bullish USD | → View |
| XAU/USD | ▼ Inverse | −0.35 | COMMODITIES | Bearish Gold | → View |
| BTC/USD | ▲ Direct | +0.30 | CRYPTO | Watch | → View |
Correlation based on 12-month rolling window. Click any symbol to view its Sigmanomics forecast page.
Historically, this indicator is positively correlated with S&P 500 (Bullish Stocks) and negatively correlated with EUR/USD (Bearish EUR).
Multi-horizon symbol forecasts, Rolling-Surprise economic predictions, and programmatic API access.
Expected Zones · Trade Bias · Confidence Intervals · API Access · 1,456+ instruments
| Thursday, May 14, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
|---|---|---|---|---|---|---|---|
| 12:30 | Retail Sales Ex Autos MoM | 0.7 | 1.9 | 0.6 | 0.65 | Medium | |
| 12:30 | Initial Jobless Claims | 211 | 199 | 205 | 208.00 | Medium | |
| 12:30 | Continuing Jobless Claims | 1782 | 1758 | 1790 | 1786.00 | Low | |
| 12:30 | Export Prices YoY | 8.8 | 5.4 | 6.6 | 7.70 | Low | |
| 12:30 | Import Prices MoM | 1.9 | 0.9 | 1 | 1.45 | Medium | |
| 12:30 | Retail Sales MoM | 0.5 | 1.6 | 0.5 | 0.50 | High | |
| 12:30 | Import Prices YoY | 4.2 | 2.3 | 2.9 | 3.55 | Low | |
| 12:30 | Export Prices MoM | 3.3 | 1.5 | 1.1 | 2.20 | Medium | |
| 12:30 | Retail Sales Ex Gas/Autos MoM | 0.5 | 0.7 | 0.1 | 0.30 | Low | |
| 12:30 | Jobless Claims 4-Week Average | 203.75 | 203 | 203.5 | 203.63 | Low | |
| 12:30 | Retail Sales YoY | 4.9 | 4.2 | 3.3 | 4.10 | Low | |
| 14:00 | Business Inventories MoM | 0.9 | 0.4 | 0.8 | 0.85 | Medium | |
| 14:00 | Retail Inventories Ex Autos MoM | 0.4 | 0.3 | 0.5 | 0.45 | Low | |
| 14:30 | EIA Natural Gas Stocks Change | 85 | 63 | 85 | 85.00 | Low | |
| 15:30 | Atlanta Fed GDPNow | 4 | 3.7 | 3.7 | 3.85 | Medium | |
| Friday, May 15, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:30 | NY Empire State Manufacturing Index | 19.6 | 11 | 7.5 | 11.55 | Medium | |
| 13:15 | Industrial Production MoM | 0.7 | -0.3 | 0.3 | 0.50 | Medium | |
| 13:15 | Capacity Utilization | 76.1 | 75.7 | 75.8 | 75.95 | Low | |
| 13:15 | Manufacturing Production MoM | 0.6 | 0.1 | 0.2 | 0.40 | Low | |
| 13:15 | Manufacturing Production YoY | 1.3 | 0.6 | 0.2 | 0.75 | Low | |
| 13:15 | Industrial Production YoY | 1.4 | 0.76 | 0.4 | 0.90 | Low | |
| Monday, May 18, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 14:00 | NAHB Housing Market Index | 34 | 34 | 31.50 | Medium | ||