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 |
|---|---|---|---|---|
| 07 Sep 2026, 23:30 | 4.7% | 3.9% | 4% | +0.8 |
| 04 Aug 2026, 23:30 | 3.4% | 3.4% | 3.3% | 0 |
| 06 Jul 2026, 23:30 | 3.2% | 3.4% | 3.6% | -0.2 |
| 04 Jun 2026, 23:30 | 3.5% | 3.2% | 3.1% | +0.3 |
| 07 May 2026, 23:30 | 2.7% | 3.2% | 3.4% | -0.5 |
| 07 Apr 2026, 23:30 | 3.3% | 2.7% | 3% | +0.6 |
| 09 Mar 2026, 23:30 | 3% | 2.5% | 2.4% | +0.5 |
| 08 Feb 2026, 23:30 | 2.4% | 3% | 1.7% | -0.6 |
| 07 Jan 2026, 23:30 | 0.5% | 2.3% | 2.5% | -1.8 |
| 07 Dec 2025, 23:30 | 2.6% | 2.2% | 2.1% | +0.4 |
| 05 Nov 2025, 23:30 | 1.9% | 1.9% | 1.3% | 0 |
| 07 Oct 2025, 23:30 | 1.5% | 2.6% | 3.4% | -1.1 |
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.