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 |
|---|---|---|---|---|
| 28 Aug 2026, 03:35 | 1.708% | — | 1.483% | — |
| 30 Jul 2026, 03:35 | 1.483% | — | 1.407% | — |
| 30 Jun 2026, 03:35 | 1.407% | — | 1.369% | — |
| 29 May 2026, 03:35 | 1.369% | — | 1.407% | — |
| 30 Apr 2026, 03:35 | 1.407% | — | 1.37% | — |
| 31 Mar 2026, 03:35 | 1.37% | — | 1.244% | — |
| 27 Feb 2026, 03:35 | 1.244% | — | 1.253% | — |
| 30 Jan 2026, 03:35 | 1.253% | — | 1.129% | — |
| 25 Dec 2025, 03:35 | 1.129% | — | 0.993% | — |
| 28 Nov 2025, 03:35 | 0.993% | — | 0.932% | — |
| 31 Oct 2025, 03:35 | 0.932% | — | 0.949% | — |
| 30 Sep 2025, 03:35 | 0.949% | — | 0.863% | — |
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.