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 |
|---|---|---|---|---|
| 01 Sep 2026, 03:35 | 2.995% | — | 2.84% | — |
| 04 Aug 2026, 03:35 | 2.84% | — | 2.729% | — |
| 02 Jul 2026, 03:35 | 2.729% | — | 2.649% | — |
| 02 Jun 2026, 03:35 | 2.649% | — | 2.54% | — |
| 12 May 2026, 03:35 | 2.54% | — | 2.35% | — |
| 02 Apr 2026, 03:35 | 2.35% | — | 2.122% | — |
| 03 Mar 2026, 03:35 | 2.122% | — | 2.249% | — |
| 03 Feb 2026, 03:35 | 2.249% | — | 2.095% | — |
| 06 Jan 2026, 03:35 | 2.095% | — | 1.872% | — |
| 02 Dec 2025, 03:35 | 1.872% | — | 1.658% | — |
| 05 Nov 2025, 03:35 | 1.658% | — | 1.635% | — |
| 02 Oct 2025, 03:35 | 1.635% | — | 1.612% | — |
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.