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 |
|---|---|---|---|---|
| 09 Sep 2026, 17:00 | 4.834% | — | 4.683% | — |
| 12 Aug 2026, 17:00 | 4.683% | — | 4.58% | — |
| 08 Jul 2026, 17:00 | 4.58% | — | 4.538% | — |
| 10 Jun 2026, 17:00 | 4.538% | — | 4.468% | — |
| 12 May 2026, 17:00 | 4.468% | — | 4.282% | — |
| 08 Apr 2026, 17:00 | 4.282% | — | 4.217% | — |
| 11 Mar 2026, 17:00 | 4.217% | — | 4.177% | — |
| 11 Feb 2026, 18:00 | 4.177% | — | 4.173% | — |
| 12 Jan 2026, 18:00 | 4.173% | — | 4.175% | — |
| 09 Dec 2025, 18:00 | 4.175% | — | 4.074% | — |
| 12 Nov 2025, 18:00 | 4.074% | — | 4.117% | — |
| 08 Oct 2025, 17:00 | 4.117% | — | 4.033% | — |
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.