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 |
|---|---|---|---|---|
| 09 Sep 2026, 03:35 | 1.2887% | — | 1.1753% | — |
| 06 Aug 2026, 03:35 | 1.1753% | — | 1.0118% | — |
| 08 Jul 2026, 03:35 | 1.0118% | — | 0.9821% | — |
| 09 Jun 2026, 03:35 | 0.9821% | — | 0.9197% | — |
| 07 May 2026, 03:35 | 0.9197% | — | 0.9464% | — |
| 09 Apr 2026, 03:35 | 0.9464% | — | 0.8626% | — |
| 09 Mar 2026, 03:35 | 0.8626% | — | 0.8484% | — |
| 09 Feb 2026, 03:35 | 0.8484% | — | 0.7697% | — |
| 08 Jan 2026, 03:35 | 0.7697% | — | 0.6942% | — |
| 09 Dec 2025, 03:35 | 0.6942% | — | 0.5893% | — |
| 06 Nov 2025, 03:35 | 0.5893% | — | 0.5933% | — |
| 09 Oct 2025, 03:35 | 0.5933% | — | 0.5135% | — |
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.