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 |
|---|---|---|---|---|
| 30 Aug 2026, 23:50 | 4% | 3% | 0.6% | +1 |
| 30 Jul 2026, 23:50 | 0.5% | 3.1% | 5% | -2.6 |
| 28 Jun 2026, 23:50 | 5.3% | 3.2% | 2.8% | +2.1 |
| 28 May 2026, 23:50 | 2.1% | 1.3% | 1.4% | +0.8 |
| 29 Apr 2026, 23:50 | 1.7% | 0.8% | -0.1% | +0.9 |
| 30 Mar 2026, 23:50 | -0.2% | 0.8% | 1.8% | -1 |
| 26 Feb 2026, 23:50 | 1.8% | -0.4% | -0.9% | +2.2 |
| 29 Jan 2026, 23:50 | -0.9% | 0.7% | 1.1% | -1.6 |
| 25 Dec 2025, 23:50 | 1% | 0.9% | 1.7% | +0.1 |
| 27 Nov 2025, 23:50 | 1.7% | 0.8% | 0.2% | +0.9 |
| 30 Oct 2025, 23:50 | 0.5% | 0.7% | -0.9% | -0.2 |
| 29 Sep 2025, 23:50 | -1.1% | 1% | 0.4% | -2.1 |
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.