Current value
3.12%
A continuous market-implied CPI forecast — no release date required.
Synthesized from prediction-market CPI contracts, Fed funds futures and TIPS breakevens into one continuously-updated inflation-expectations signal, publishable on-chain.
KOPS indices are composed from layers that each capture a different information regime, fused with a monotonic price transformation.
Tracks the slow-moving base signal through an adaptive model, solved jointly across all inputs — no error propagation from sequential updates.
Incorporates forward-looking information from distributed aggregation mechanisms — market-implied assessments transformed into the rating space via context-specific transforms.
Real-time market signals inject continuous updates between releases. The layer activates deterministically at each new data boundary and reconciles on settlement.
KOPS indices have no external price to copy — trust is derived from three complementary, verifiable mechanisms.
Every index update is deterministically traceable to its inputs. Given the public formula, public outcomes and public market data, any observer can independently reconstruct the value.
The index is continuously anchored to the deepest information markets in the world — constructed from market data, the way VIX is built from S&P 500 options, not discovered through trading.
A hard causal-monotonicity clamp on every settlement: a positive outcome moves the index up or flat, never down. Verifiable from the settlement log — no trust in the operator.
Oracle feed for futures, options or structured products referencing the index.
Yield strategies referencing macro expectations or sector risk.
Indices as inputs for on-chain insurance or hedging.
Analytics and research on continuous constructed indices.
Every index is continuous, on-chain and deterministically reconstructable from public inputs.