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 |
|---|---|---|---|---|
| 25 Jun 2026, 12:30 | 3.6% | 3.5% | 3.6% | +0.1 |
| 09 Apr 2026, 12:30 | 3.7% | 3.8% | 3.7% | -0.1 |
| 22 Jan 2026, 13:30 | 3.7% | 3.7% | 2.1% | 0 |
| 25 Sep 2025, 12:30 | 2.1% | 2% | 3.6% | +0.1 |
| 26 Jun 2025, 12:30 | 3.8% | 3.7% | 2.3% | +0.1 |
| 27 Mar 2025, 12:30 | 2.3% | 2.4% | 1.9% | -0.1 |
| 19 Dec 2024, 13:30 | 1.9% | 1.9% | 2.5% | 0 |
| 26 Sep 2024, 12:30 | 2.5% | 2.5% | 3% | 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.