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 |
|---|---|---|---|---|
| 19 Aug 2026, 17:00 | 5.204% | — | 5.163% | — |
| 22 Jul 2026, 17:00 | 5.163% | — | 4.927% | — |
| 16 Jun 2026, 17:00 | 4.927% | — | 5.122% | — |
| 20 May 2026, 17:00 | 5.122% | — | 4.883% | — |
| 22 Apr 2026, 17:00 | 4.883% | — | 4.817% | — |
| 17 Mar 2026, 17:00 | 4.817% | — | 4.664% | — |
| 18 Feb 2026, 18:00 | 4.664% | — | 4.846% | — |
| 21 Jan 2026, 18:00 | 4.846% | — | 4.798% | — |
| 17 Dec 2025, 18:00 | 4.798% | — | 4.706% | — |
| 19 Nov 2025, 18:00 | 4.706% | — | 4.506% | — |
| 22 Oct 2025, 17:00 | 4.506% | — | 4.613% | — |
| 16 Sep 2025, 17:00 | 4.613% | — | 4.876% | — |
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.