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 |
|---|---|---|---|---|
| 08 Sep 2026, 01:30 | -4.2% | -4.2% | 0.8% | 0 |
| 06 Aug 2026, 01:30 | 0.4% | 0.4% | 2.4% | 0 |
| 08 Jul 2026, 01:30 | 2.8% | 2.8% | -0.4% | 0 |
| 10 Jun 2026, 01:30 | -1% | -1% | 0.5% | 0 |
| 11 May 2026, 01:30 | 0.9% | 0.9% | 2% | 0 |
| 10 Apr 2026, 01:30 | 0.2% | 0.2% | 1.7% | 0 |
| 10 Mar 2026, 00:30 | 1.1% | 1.1% | 1.2% | 0 |
| 10 Feb 2026, 00:30 | 0.4% | 0.4% | 0.8% | 0 |
| 14 Jan 2026, 00:30 | 1.3% | 1.3% | -1.3% | 0 |
| 10 Nov 2025, 00:30 | 4% | 4% | -1% | 0 |
| 08 Oct 2025, 00:30 | -2.6% | -2.6% | 1.3% | 0 |
| 08 Sep 2025, 01:30 | 1.1% | 1.1% | -1.9% | 0 |
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.