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 |
|---|---|---|---|---|
| 20 Aug 2026, 03:35 | 3.698% | — | 3.626% | — |
| 14 Jul 2026, 03:35 | 3.626% | — | 3.542% | — |
| 25 Jun 2026, 03:35 | 3.542% | — | 3.711% | — |
| 20 May 2026, 03:35 | 3.711% | — | 3.327% | — |
| 14 Apr 2026, 03:35 | 3.327% | — | 3.141% | — |
| 17 Mar 2026, 03:35 | 3.141% | — | 2.968% | — |
| 19 Feb 2026, 03:35 | 2.968% | — | 3.253% | — |
| 20 Jan 2026, 03:35 | 3.253% | — | 2.916% | — |
| 11 Dec 2025, 03:35 | 2.916% | — | 2.809% | — |
| 19 Nov 2025, 03:35 | 2.809% | — | 2.674% | — |
| 15 Oct 2025, 03:35 | 2.674% | — | 2.654% | — |
| 17 Sep 2025, 03:35 | 2.654% | — | 2.581% | — |
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.