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 |
|---|---|---|---|---|
| 26 Aug 2026, 17:00 | 0.055% | — | 0.05% | — |
| 26 Aug 2026, 15:30 | 0.055% | — | 0.05% | — |
| 29 Jul 2026, 15:30 | 0.05% | — | 0.079% | — |
| 24 Jun 2026, 15:30 | 0.079% | — | 0.089% | — |
| 27 May 2026, 15:30 | 0.089% | — | 0.103% | — |
| 28 Apr 2026, 15:30 | 0.103% | — | 0.115% | — |
| 25 Mar 2026, 15:30 | 0.115% | — | 0.099% | — |
| 25 Feb 2026, 16:30 | 0.099% | — | 0.099% | — |
| 28 Jan 2026, 16:30 | 0.099% | — | 0.139% | — |
| 23 Dec 2025, 18:00 | 0.139% | — | 0.168% | — |
| 25 Nov 2025, 18:00 | 0.168% | — | 0.19% | — |
| 29 Oct 2025, 15:30 | 0.19% | — | 0.2% | — |
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.