CPI week playbook: reduced size and wider filters
Posted: Mon Sep 14, 2026 9:30 pm
CPI week playbook: reduced size and wider filters -- evergreen process.
CPI weeks are not normal grind weeks with one loud minute. Positioning, spreads, and my own attention all change for days around the print. Treating Tuesday like a random Tuesday is how I used to walk into thin books with full size.
Playbook
1. Size down from the Monday before if the print is mid-week -- not only on the day.
2. Wider go/no-go on spread; more limit preference; fewer "okayish" setups.
3. Hard blackout around the release; no heroics in the first spike.
4. Post-CPI: wait for a new balance or clear level hold before normal size.
5. Journal tag cpi_week so expectancy is not mixed with quiet weeks.
I would rather under-trade CPI week than explain a hole in the month.
How early do you throttle before CPI -- day-of only, or the whole cluster?
Post-week, I compare cpi_week tagged expectancy to normal weeks. If I kept full size and the sheet shows damage, the playbook tightens next time -- automatically, not as a mood. CPI seasonality in my behaviour is as real as CPI seasonality in volatility.
CPI weeks are not normal grind weeks with one loud minute. Positioning, spreads, and my own attention all change for days around the print. Treating Tuesday like a random Tuesday is how I used to walk into thin books with full size.
Playbook
1. Size down from the Monday before if the print is mid-week -- not only on the day.
2. Wider go/no-go on spread; more limit preference; fewer "okayish" setups.
3. Hard blackout around the release; no heroics in the first spike.
4. Post-CPI: wait for a new balance or clear level hold before normal size.
5. Journal tag cpi_week so expectancy is not mixed with quiet weeks.
I would rather under-trade CPI week than explain a hole in the month.
How early do you throttle before CPI -- day-of only, or the whole cluster?
Post-week, I compare cpi_week tagged expectancy to normal weeks. If I kept full size and the sheet shows damage, the playbook tightens next time -- automatically, not as a mood. CPI seasonality in my behaviour is as real as CPI seasonality in volatility.