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 |
|---|---|---|---|---|
| 10 Sep 2026, 17:00 | 5.308% | — | 5.216% | — |
| 13 Aug 2026, 17:00 | 5.216% | — | 5.058% | — |
| 09 Jul 2026, 17:00 | 5.058% | — | 5.02% | — |
| 11 Jun 2026, 17:00 | 5.02% | — | 5.046% | — |
| 13 May 2026, 17:00 | 5.046% | — | 4.876% | — |
| 09 Apr 2026, 17:00 | 4.876% | — | 4.871% | — |
| 12 Mar 2026, 17:00 | 4.871% | — | 4.75% | — |
| 12 Feb 2026, 18:00 | 4.75% | — | 4.825% | — |
| 13 Jan 2026, 18:00 | 4.825% | — | 4.773% | — |
| 11 Dec 2025, 18:00 | 4.773% | — | 4.694% | — |
| 13 Nov 2025, 18:00 | 4.694% | — | 4.734% | — |
| 09 Oct 2025, 17:00 | 4.734% | — | 4.651% | — |
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.