A scheduled macroeconomic release. Prints that miss their forecast tend to move related markets sharply in the minutes around the release, which is why a validation run that straddles the window is hard to compare with a backtest that never saw it.
| Date (UTC) | Actual | Forecast | Previous | Surprise |
|---|---|---|---|---|
| 21 Jul 2026, 09:00 | 4.463% | — | 4.419% | — |
| 25 Jun 2026, 09:00 | 4.062% | — | 4.419% | — |
| 11 Jun 2026, 09:00 | 4.419% | — | 4.238% | — |
| 21 Apr 2026, 09:00 | 4.238% | — | 3.81% | — |
| 05 Mar 2026, 10:00 | 3.81% | — | 3.821% | — |
| 21 Jan 2026, 10:00 | 3.821% | — | 3.855% | — |
| 03 Dec 2025, 10:00 | 3.855% | — | 3.845% | — |
| 04 Nov 2025, 10:00 | 3.845% | — | 4.095% | — |
| 08 Oct 2025, 09:00 | 4.095% | — | 3.841% | — |
| 11 Sep 2025, 09:00 | 3.841% | — | 4.348% | — |
Surprise is actual minus forecast, in the indicator's own units. It is what happened, not a prediction.
Spreads widen and fills slip in the minutes around a scheduled release, which distorts a validation run's entry prices. Treat forward results that straddle this window with care — they are not comparable to a backtest that never saw it.
High-impact releases are posted to the channel 15 minutes ahead, and again with the actual figure once it prints.