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 |
|---|---|---|---|---|
| 16 Sep 2026, 10:10 | — | — | 2.682% | — |
| 02 Sep 2026, 10:10 | 2.682% | — | 2.533% | — |
| 05 Aug 2026, 10:10 | 2.533% | — | 2.532% | — |
| 15 Jul 2026, 10:10 | 2.532% | — | 2.433% | — |
| 01 Jul 2026, 10:10 | 2.433% | — | 2.416% | — |
| 17 Jun 2026, 10:10 | 2.416% | — | 2.424% | — |
| 03 Jun 2026, 10:10 | 2.424% | — | 2.385% | — |
| 20 May 2026, 10:10 | 2.385% | — | 2.366% | — |
| 06 May 2026, 10:10 | 2.366% | — | 2.494% | — |
| 22 Apr 2026, 10:10 | 2.494% | — | 2.319% | — |
| 08 Apr 2026, 10:10 | 2.319% | — | 2.148% | — |
| 18 Mar 2026, 11:10 | 2.148% | — | 2.054% | — |
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.