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 | 4.393% | — | 4.408% | — |
| 27 Jul 2026, 17:00 | 4.408% | — | 4.2% | — |
| 24 Jun 2026, 17:00 | 4.2% | — | 4.182% | — |
| 27 May 2026, 17:00 | 4.182% | — | 3.955% | — |
| 27 Apr 2026, 17:00 | 3.955% | — | 3.98% | — |
| 25 Mar 2026, 17:00 | 3.98% | — | 3.615% | — |
| 25 Feb 2026, 18:00 | 3.615% | — | 3.823% | — |
| 27 Jan 2026, 18:00 | 3.823% | — | 3.747% | — |
| 23 Dec 2025, 18:00 | 3.747% | — | 3.562% | — |
| 25 Nov 2025, 18:00 | 3.562% | — | 3.625% | — |
| 27 Oct 2025, 17:00 | 3.625% | — | 3.71% | — |
| 24 Sep 2025, 17:00 | 3.71% | — | 3.724% | — |
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.