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 |
|---|---|---|---|---|
| 01 Sep 2026, 15:30 | 3.98% | — | 3.88% | — |
| 04 Aug 2026, 15:30 | 3.88% | — | 3.86% | — |
| 07 Jul 2026, 15:30 | 3.86% | — | 3.75% | — |
| 09 Jun 2026, 15:30 | 3.75% | — | 3.65% | — |
| 12 May 2026, 15:30 | 3.65% | — | 3.56% | — |
| 14 Apr 2026, 15:30 | 3.56% | — | 3.485% | — |
| 17 Mar 2026, 15:30 | 3.485% | — | 3.345% | — |
| 17 Feb 2026, 18:00 | 3.345% | — | 3.39% | — |
| 20 Jan 2026, 18:00 | 3.39% | — | 3.38% | — |
| 23 Dec 2025, 16:30 | 3.38% | — | 3.46% | — |
| 25 Nov 2025, 16:30 | 3.46% | — | 3.445% | — |
| 28 Oct 2025, 15:30 | 3.445% | — | 3.54% | — |
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.