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 |
|---|---|---|---|---|
| 23 Jul 2026, 17:00 | 2.438% | — | 2.169% | — |
| 21 May 2026, 17:00 | 2.169% | — | 1.896% | — |
| 19 Mar 2026, 17:00 | 1.896% | — | 1.94% | — |
| 22 Jan 2026, 18:00 | 1.94% | — | 1.843% | — |
| 20 Nov 2025, 18:00 | 1.843% | — | 1.734% | — |
| 18 Sep 2025, 17:00 | 1.734% | — | 1.985% | — |
| 24 Jul 2025, 17:00 | 1.985% | — | 2.22% | — |
| 22 May 2025, 17:00 | 2.22% | — | 1.935% | — |
| 20 Mar 2025, 17:00 | 1.935% | — | 2.243% | — |
| 23 Jan 2025, 18:00 | 2.243% | — | 2.071% | — |
| 21 Nov 2024, 18:00 | 2.071% | — | 1.592% | — |
| 19 Sep 2024, 17:00 | 1.592% | — | 1.883% | — |
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.