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 |
|---|---|---|---|---|
| 27 Aug 2026, 17:00 | 4.512% | — | 4.473% | — |
| 28 Jul 2026, 17:00 | 4.473% | — | 4.26% | — |
| 25 Jun 2026, 17:00 | 4.26% | — | 4.29% | — |
| 28 May 2026, 17:00 | 4.29% | — | 4.175% | — |
| 28 Apr 2026, 17:00 | 4.175% | — | 4.255% | — |
| 26 Mar 2026, 17:00 | 4.255% | — | 3.79% | — |
| 26 Feb 2026, 18:00 | 3.79% | — | 4.018% | — |
| 29 Jan 2026, 18:00 | 4.018% | — | 3.93% | — |
| 24 Dec 2025, 16:30 | 3.93% | — | 3.781% | — |
| 26 Nov 2025, 16:30 | 3.781% | — | 3.79% | — |
| 28 Oct 2025, 17:00 | 3.79% | — | 3.953% | — |
| 25 Sep 2025, 17:00 | 3.953% | — | 3.925% | — |
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.