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 |
|---|---|---|---|---|
| 16 Jul 2026, 16:00 | 3.968% | — | 3.783% | — |
| 18 Jun 2026, 16:00 | 3.783% | — | 3.898% | — |
| 15 Apr 2026, 16:00 | 3.898% | — | 3.793% | — |
| 05 Mar 2026, 17:00 | 3.793% | — | 3.881% | — |
| 21 Jan 2026, 17:00 | 3.881% | — | 3.683% | — |
| 20 Nov 2025, 17:00 | 3.683% | — | 3.609% | — |
| 15 Oct 2025, 16:00 | 3.609% | — | 3.689% | — |
| 25 Sep 2025, 16:00 | 3.689% | — | 3.911% | — |
| 16 Jul 2025, 16:00 | 3.911% | — | 3.698% | — |
| 21 May 2025, 16:00 | 3.698% | — | 3.545% | — |
| 23 Apr 2025, 16:00 | 3.545% | — | 3.229% | — |
| 27 Feb 2025, 17:00 | 3.229% | — | 3.503% | — |
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.