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 |
|---|---|---|---|---|
| 11 Aug 2026, 04:30 | 4.35% | 4.35% | 4.35% | 0 |
| 16 Jun 2026, 04:30 | 4.35% | 4.35% | 4.35% | 0 |
| 05 May 2026, 04:30 | 4.35% | 4.35% | 4.1% | 0 |
| 17 Mar 2026, 03:30 | 4.1% | 4.1% | 3.85% | 0 |
| 03 Feb 2026, 03:30 | 3.85% | 3.85% | 3.6% | 0 |
| 09 Dec 2025, 03:30 | 3.6% | 3.6% | 3.6% | 0 |
| 04 Nov 2025, 03:30 | 3.6% | 3.6% | 3.6% | 0 |
| 30 Sep 2025, 04:30 | 3.6% | 3.6% | 3.6% | 0 |
| 12 Aug 2025, 04:30 | 3.6% | 3.6% | 3.85% | 0 |
| 08 Jul 2025, 04:30 | 3.85% | 3.6% | 3.85% | +0.25 |
| 20 May 2025, 04:30 | 3.85% | 3.85% | 4.1% | 0 |
| 01 Apr 2025, 04:30 | 4.1% | 4.1% | 4.1% | 0 |
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.