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 |
|---|---|---|---|---|
| 04 Sep 2026, 12:30 | 7.7% | — | 7.9% | — |
| 07 Aug 2026, 12:30 | 7.9% | — | 7.9% | — |
| 02 Jul 2026, 12:30 | 7.9% | — | 8.1% | — |
| 05 Jun 2026, 12:30 | 8.1% | — | 8.2% | — |
| 08 May 2026, 12:30 | 8.2% | — | 8% | — |
| 03 Apr 2026, 12:30 | 8% | — | 7.9% | — |
| 06 Mar 2026, 13:30 | 7.9% | — | 8.1% | — |
| 11 Feb 2026, 13:30 | 8% | — | 8.4% | — |
| 09 Jan 2026, 13:30 | 8.4% | — | 8.7% | — |
| 16 Dec 2025, 13:30 | 8.7 | — | 8 | — |
| 20 Nov 2025, 13:30 | 8% | — | 8.1% | — |
| 05 Sep 2025, 12:30 | 8.1% | — | 7.9% | — |
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.