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 |
|---|---|---|---|---|
| 23 Sep 2026, 16:00 | 3.966% | — | 3.707% | — |
| 26 Aug 2026, 16:00 | 3.707% | — | 3.653% | — |
| 06 Aug 2026, 16:00 | 3.653% | — | 3.622% | — |
| 22 Jul 2026, 16:00 | 3.622% | — | 3.453% | — |
| 22 Jun 2026, 16:00 | 3.453% | — | 3.484% | — |
| 11 Jun 2026, 16:00 | 3.484% | — | 3.491% | — |
| 27 May 2026, 16:00 | 3.491% | — | 3.506% | — |
| 22 Apr 2026, 16:00 | 3.506% | — | 3.53% | — |
| 25 Mar 2026, 16:00 | 3.53% | — | 3.551% | — |
| 12 Mar 2026, 16:00 | 3.551% | — | 3.233% | — |
| 25 Feb 2026, 17:00 | 3.233% | — | 3.463% | — |
| 29 Jan 2026, 17:00 | 3.463% | — | 3.447% | — |
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.