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 |
|---|---|---|---|---|
| 15 Sep 2026, 13:00 | — | — | 0.9 | — |
| 01 Sep 2026, 15:30 | 0.9% | — | 2.3% | — |
| 01 Sep 2026, 13:00 | 0.9% | — | 2.3% | — |
| 18 Aug 2026, 15:30 | 2.3% | — | 0.1% | — |
| 18 Aug 2026, 13:00 | 2.3% | — | 0.1% | — |
| 04 Aug 2026, 15:15 | 0.1% | — | 1.5% | — |
| 21 Jul 2026, 13:00 | 1.5% | — | -4.9% | — |
| 07 Jul 2026, 15:20 | -4.9% | — | -2.8% | — |
| 16 Jun 2026, 15:15 | -2.8% | — | -0.6% | — |
| 02 Jun 2026, 15:10 | -0.6% | — | 0.6% | — |
| 19 May 2026, 16:00 | 0.6% | — | 1.5% | — |
| 05 May 2026, 15:40 | 1.5% | — | -2.7% | — |
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.