@Ilya Yes, that's what I'm saying. I can't think of a good reference right now. In the notation of
Wikipedia $P(\alpha)$ is the statement that the sets in $\mathbf{\Sigma}_{\alpha}^{0}(\mathscr{C})$ and $\mathbf{\Pi}_{\alpha}^{0}(\mathscr{C})$ have your property. Now proceed to the next level by transfinite induction.