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US Global Economic Policy Uncertainty held to 278.23 in May 2026, released June 2026.
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 | Co-movement | Action |
|---|---|---|---|---|---|
| AUD/USD | ▼ Inverse | −0.64 | FOREX | Moves against | → View |
| USD/CHF | ▲ Direct | +0.57 | FOREX | Moves with | → View |
| EUR/USD | ▼ Inverse | −0.56 | FOREX | Moves against | → View |
| USD/CAD | ▲ Direct | +0.56 | FOREX | Moves with | → View |
| XAU/USD | ▼ Inverse | −0.47 | COMMODITIES | Moves against | → View |
Correlation based on 12-month rolling window. Click any symbol to view its Sigmanomics forecast page.
Global Economic Policy Uncertainty (United States) was reported at 278.23 (index) in May 2026. The reading was unchanged from the previous release. Over the past 12 months, the indicator has averaged 352.56 (index), ranging from 278.23 (index) to 446.04 (index) across 10 releases. This is classified as a medium-impact indicator released on a monthly basis.
The indicator has been trending downward over the last three releases. The trailing three releases averaged 313.92 (index), down from the prior three at 390.90 (index). Volatility over the past year (σ 45.96 (index)) is lower than the prior year (σ 117.66 (index)). In June readings over the past 3 years, Global Economic Policy Uncertainty has averaged 273.42 (index).
Historically, this indicator is negatively correlated with AUD/USD (Bearish AUD). A secondary relationship exists with USD/CHF, positively correlated (Bullish USD).
Same-country events in the next 14 days include Existing Home Sales MoM (Aug 11) and Existing Home Sales (Aug 11).
Auto-generated from current model state · Refreshes on each release · Last update June 2026.
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| Friday, August 7, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
|---|---|---|---|---|---|---|---|
| 12:30 | Participation Rate | 61.4 | 61.5 | 61.6 | 61.50 | Medium | |
| 12:30 | U-6 Unemployment Rate | 7.9 | 7.9 | 7.9 | 7.90 | Low | |
| 12:30 | Non Farm Payrolls | -23 | 20 | 80 | 28.50 | High | |
| 12:30 | Average Hourly Earnings YoY | 3.2 | 3.4 | 3.5 | 3.35 | Medium | |
| 12:30 | Unemployment Rate | 4.1 | 4.2 | 4.2 | 4.15 | High | |
| 12:30 | Average Weekly Hours | 34.3 | 34.3 | 34.3 | 34.30 | Low | |
| 12:30 | Manufacturing Payrolls | 5 | 11 | 4 | 4.50 | Low | |
| 12:30 | Government Payrolls | -53 | -10 | 10 | -21.50 | Low | |
| 12:30 | Nonfarm Payrolls Private | 30 | 30 | 78 | 54.00 | Low | |
| 12:30 | Average Hourly Earnings MoM | 0.1 | 0.3 | 0.3 | 0.20 | Medium | |
| 15:00 | Consumer Inflation Expectation | 3.6 | 3.7 | 3.8 | 3.70 | Low | |
| 17:00 | Baker Hughes Oil Rig Count | 454 | 451 | 452 | 453.00 | Low | |
| 19:00 | Consumer Credit Change | 14.17 | -1.08 | 10.5 | 12.34 | Low | |
| Tuesday, August 11, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 10:00 | NFIB Business Optimism Index | 97.4 | 97.1 | 97.00 | Low | ||
| 14:00 | Existing Home Sales MoM | -2.4 | -0.7 | -1.65 | Medium | ||
| 14:00 | Existing Home Sales | 4.09 | 4.07 | 4.05 | High | ||
| Wednesday, August 12, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 12:30 | Core Inflation Rate MoM | 0 | 0.2 | 0.25 | High | ||
| 12:30 | Inflation Rate MoM | -0.4 | 0.1 | 0.10 | High | ||
| 12:30 | Core Inflation Rate YoY | 2.6 | 2.5 | 2.55 | High | ||
| 12:30 | CPI | 333.95 | 334.03 | 334.39 | Medium | ||
| 12:30 | Inflation Rate YoY | 3.5 | 3.4 | 3.45 | High | ||
| 12:30 | CPI s.a | 332.568 | 332.6 | 332.85 | Medium | ||
| 12:30 | Core CPI YoY | 2.6 | 2.5 | 2.50 | Medium | ||
| 12:30 | CPI YoY | 3.5 | 3.4 | 3.45 | High | ||
| 12:30 | CPI MoM | -0.4 | 0.1 | 0.10 | High | ||
| 12:30 | Core CPI MoM | 0 | 0.2 | 0.20 | High | ||
| 18:00 | Monthly Budget Statement | -120 | -340 | -342.50 | Medium | ||