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 |
|---|---|---|---|---|
| 29 Sep 2026, 01:35 | — | — | 2.9025% | — |
| 22 Sep 2026, 02:35 | — | — | — | — |
| 15 Sep 2026, 02:35 | — | — | 2.8775% | — |
| 08 Sep 2026, 02:35 | 2.8775% | — | 2.8925% | — |
| 01 Sep 2026, 02:35 | 2.8925% | — | 2.8499% | — |
| 25 Aug 2026, 02:35 | 2.8499% | — | 2.8425% | — |
| 18 Aug 2026, 02:35 | 2.8425% | — | 2.7645% | — |
| 11 Aug 2026, 02:35 | 2.7645% | — | 2.761% | — |
| 04 Aug 2026, 02:35 | 2.761% | — | 2.78% | — |
| 28 Jul 2026, 02:35 | 2.78% | — | 2.736% | — |
| 21 Jul 2026, 02:35 | 2.736% | — | 2.701% | — |
| 14 Jul 2026, 02:35 | 2.701% | — | 2.57% | — |
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.