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 |
|---|---|---|---|---|
| 28 Sep 2026, 15:30 | — | — | 4.015% | — |
| 21 Sep 2026, 15:30 | 4.015% | — | 3.97% | — |
| 14 Sep 2026, 15:30 | — | — | 3.8% | — |
| 08 Sep 2026, 15:30 | 3.8% | — | 3.77% | — |
| 31 Aug 2026, 15:30 | 3.77% | — | 3.715% | — |
| 24 Aug 2026, 15:30 | 3.715% | — | 3.715% | — |
| 17 Aug 2026, 15:30 | 3.715% | — | 3.735% | — |
| 03 Aug 2026, 15:30 | 3.75% | — | 3.815% | — |
| 27 Jul 2026, 17:00 | 3.815% | — | 3.73% | — |
| 20 Jul 2026, 15:30 | 3.73% | — | 3.76% | — |
| 13 Jul 2026, 15:30 | 3.76% | — | 3.735% | — |
| 06 Jul 2026, 15:30 | 3.735% | — | 3.74% | — |
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.