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 |
|---|---|---|---|---|
| 01 Sep 2026, 09:00 | 6.4% | 6.3% | 6.4% | +0.1 |
| 30 Jul 2026, 09:00 | 6.3% | 6.2% | 6.3% | +0.1 |
| 02 Jul 2026, 09:00 | 6.2% | 6.3% | 6.2% | -0.1 |
| 01 Jun 2026, 09:00 | 6.3% | 6.2% | 6.3% | +0.1 |
| 30 Apr 2026, 09:00 | 6.2% | 6.2% | 6.3% | 0 |
| 01 Apr 2026, 09:00 | 6.2% | 6.1% | 6.1% | +0.1 |
| 04 Mar 2026, 10:00 | 6.1% | 6.2% | 6.2% | -0.1 |
| 30 Jan 2026, 10:00 | 6.2% | 6.3% | 6.3% | -0.1 |
| 08 Jan 2026, 10:00 | 6.3% | 6.4% | 6.4% | -0.1 |
| 02 Dec 2025, 10:00 | 6.4% | 6.3% | 6.4% | +0.1 |
| 30 Oct 2025, 10:00 | 6.3% | 6.3% | 6.3% | 0 |
| 02 Oct 2025, 09:00 | 6.3% | 6.2% | 6.2% | +0.1 |
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.