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 |
|---|---|---|---|---|
| 07 Sep 2026, 09:45 | 6.58% | — | 6.58% | — |
| 07 Sep 2026, 09:00 | 6.58% | — | 6.58% | — |
| 07 Aug 2026, 09:00 | 6.6% | — | 6.6% | — |
| 07 Jul 2026, 09:00 | 6.6% | — | 6.6% | — |
| 05 Jun 2026, 09:00 | 6.6% | — | 6.6% | — |
| 08 May 2026, 09:00 | 6.6% | — | 6.6% | — |
| 09 Apr 2026, 09:00 | 6.6% | — | 6.59% | — |
| 06 Mar 2026, 10:00 | 6.59% | — | 6.62% | — |
| 06 Feb 2026, 10:00 | 6.62% | — | 6.77% | — |
| 08 Jan 2026, 10:00 | 6.77% | — | 6.81% | — |
| 05 Dec 2025, 10:00 | 6.81% | — | 6.81% | — |
| 07 Nov 2025, 10:00 | 6.78% | — | 6.78% | — |
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.