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 |
|---|---|---|---|---|
| 22 Sep 2026, 12:55 | 7.6% | — | 8.5% | — |
| 15 Sep 2026, 12:55 | — | — | 8.3 | — |
| 09 Sep 2026, 12:55 | 8.3% | — | 9.6% | — |
| 08 Sep 2026, 12:55 | — | — | 9.6 | — |
| 01 Sep 2026, 12:55 | 9.6% | — | 9.1% | — |
| 25 Aug 2026, 12:55 | 9.1% | — | 7.6% | — |
| 18 Aug 2026, 12:55 | 7.6% | — | 8.3% | — |
| 11 Aug 2026, 12:55 | 8.3% | — | 8.7% | — |
| 04 Aug 2026, 12:55 | 8.7% | — | 8.3% | — |
| 28 Jul 2026, 12:55 | 8.3% | — | 7.8% | — |
| 21 Jul 2026, 12:55 | 7.8% | — | 8.2% | — |
| 14 Jul 2026, 12:55 | 8.2% | — | 11.5% | — |
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.