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 |
|---|---|---|---|---|
| 22 Jul 2026, 03:35 | 3.865% | — | 3.84% | — |
| 27 May 2026, 03:35 | 3.84% | — | 3.6% | — |
| 24 Mar 2026, 03:35 | 3.6% | — | 3.72% | — |
| 28 Jan 2026, 03:35 | 3.72% | — | 3.555% | — |
| 26 Nov 2025, 03:35 | 3.555% | — | 3.3% | — |
| 25 Sep 2025, 03:35 | 3.3% | — | 3.375% | — |
| 23 Jul 2025, 03:35 | 3.375% | — | 3.135% | — |
| 28 May 2025, 03:35 | 3.135% | — | 2.71% | — |
| 27 Mar 2025, 03:35 | 2.71% | — | 2.57% | — |
| 21 Jan 2025, 03:35 | 2.57% | — | 2.55% | — |
| 27 Nov 2024, 03:35 | 2.55% | — | 2.34% | — |
| 26 Sep 2024, 03:35 | 2.34% | — | 2.42% | — |
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.