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 |
|---|---|---|---|---|
| 03 Sep 2026, 03:35 | 4.1% | — | 3.937% | — |
| 06 Aug 2026, 03:35 | 3.937% | — | 3.993% | — |
| 07 Jul 2026, 03:35 | 3.993% | — | 3.86% | — |
| 10 Jun 2026, 03:35 | 3.86% | — | 3.842% | — |
| 14 May 2026, 03:35 | 3.842% | — | 3.697% | — |
| 07 Apr 2026, 03:35 | 3.697% | — | 3.398% | — |
| 05 Mar 2026, 03:35 | 3.398% | — | 3.615% | — |
| 05 Feb 2026, 03:35 | 3.615% | — | 3.447% | — |
| 08 Jan 2026, 03:35 | 3.447% | — | 3.427% | — |
| 04 Dec 2025, 03:35 | 3.427% | — | 3.166% | — |
| 11 Nov 2025, 03:35 | 3.166% | — | 3.248% | — |
| 07 Oct 2025, 03:35 | 3.248% | — | 3.264% | — |
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.