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 |
|---|---|---|---|---|
| 25 Aug 2026, 17:00 | — | — | 4.315% | — |
| 27 Jul 2026, 15:30 | 4.315% | — | 4.189% | — |
| 23 Jun 2026, 17:00 | 4.189% | — | 4.071% | — |
| 26 May 2026, 17:00 | 4.071% | — | 3.812% | — |
| 27 Apr 2026, 15:30 | 3.812% | — | 3.936% | — |
| 24 Mar 2026, 17:00 | 3.936% | — | 3.455% | — |
| 24 Feb 2026, 18:00 | 3.455% | — | 3.58% | — |
| 26 Jan 2026, 18:00 | 3.58% | — | 3.499% | — |
| 22 Dec 2025, 18:00 | 3.499% | — | 3.489% | — |
| 24 Nov 2025, 18:00 | 3.489% | — | 3.504% | — |
| 27 Oct 2025, 15:30 | 3.504% | — | 3.561% | — |
| 23 Sep 2025, 17:00 | 3.561% | — | 3.641% | — |
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.