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 |
|---|---|---|---|---|
| 25 Sep 2026, 03:35 | 1.2555% | — | 1.2067% | — |
| 17 Sep 2026, 03:35 | — | — | 1.1149% | — |
| 11 Sep 2026, 03:35 | 1.1149% | — | 1.1076% | — |
| 04 Sep 2026, 03:35 | 1.1076% | — | 1.0794% | — |
| 28 Aug 2026, 03:35 | 1.0794% | — | 1.0816% | — |
| 21 Aug 2026, 03:35 | 1.0816% | — | 1.0919% | — |
| 14 Aug 2026, 03:35 | 1.0919% | — | 1.0665% | — |
| 07 Aug 2026, 03:35 | 1.0665% | — | 1.0036% | — |
| 30 Jul 2026, 03:35 | 1.0036% | — | 0.9907% | — |
| 24 Jul 2026, 03:35 | 0.9907% | — | 0.9618% | — |
| 17 Jul 2026, 03:35 | 0.9618% | — | 0.9393% | — |
| 10 Jul 2026, 03:35 | 0.9393% | — | 0.9133% | — |
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.