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 |
|---|---|---|---|---|
| 08 Sep 2026, 17:00 | 4.474% | — | 4.291% | — |
| 11 Aug 2026, 17:00 | 4.291% | — | 4.179% | — |
| 07 Jul 2026, 17:00 | 4.179% | — | 4.192% | — |
| 09 Jun 2026, 17:00 | 4.192% | — | 3.965% | — |
| 11 May 2026, 17:00 | 3.965% | — | 3.897% | — |
| 07 Apr 2026, 17:00 | 3.897% | — | 3.579% | — |
| 10 Mar 2026, 17:00 | 3.579% | — | 3.518% | — |
| 10 Feb 2026, 18:00 | 3.518% | — | 3.609% | — |
| 12 Jan 2026, 16:30 | 3.609% | — | 3.614% | — |
| 08 Dec 2025, 18:00 | 3.614% | — | 3.579% | — |
| 10 Nov 2025, 18:00 | 3.579% | — | 3.576% | — |
| 07 Oct 2025, 17:00 | 3.576% | — | 3.485% | — |
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.