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 |
|---|---|---|---|---|
| 12 Aug 2026, 09:00 | 1.725% | — | 1.515% | — |
| 03 Jun 2026, 09:00 | 1.515% | — | 1.463% | — |
| 06 May 2026, 09:00 | 1.463% | — | 1.432% | — |
| 13 Jan 2026, 10:00 | 1.432% | — | 1.571% | — |
| 28 Oct 2025, 10:00 | 1.571% | — | 1.673% | — |
| 01 Oct 2025, 09:00 | 1.673% | — | 1.728% | — |
| 19 Aug 2025, 09:00 | 1.728% | — | 1.588% | — |
| 22 Jul 2025, 09:00 | 1.588 | — | — | — |
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.