Our NIPI can signal turning points in the US 5y breakeven inflation rate
Our News Inflation Pressure Indices shows the directionality of the inflation news flow. It is available with a split by sector and country (more info here).
The NIPI typically covers a 30-day period. But that doesn't make it backward-looking from a market standpoint: in the last 18 months or so, it has successfully signaled the turning points in breakeven inflation rates.
The below chart tells the story:
NIPI vs Breakeven Inflation, US
The NIPI is available daily, don't hesitate to reach out for more details.