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 Jun 2026, 06:00 | -22.1B£ | -21.5B£ | -27.2B£ | -0.6 |
| 31 Mar 2026, 06:00 | -18.4B£ | -23.4B£ | -10.7B£ | +5 |
| 22 Dec 2025, 07:00 | -12.1B£ | -21.3B£ | -21.2B£ | +9.2 |
| 30 Sep 2025, 06:00 | -28.9B£ | -24.9B£ | -21.2B£ | -4 |
| 30 Jun 2025, 06:00 | -23.5B£ | -19.75B£ | -21B£ | -3.75 |
| 28 Mar 2025, 07:00 | -21B£ | -24.5B£ | -12.5B£ | +3.5 |
| 23 Dec 2024, 07:00 | -18.1B£ | -24.1B£ | -24B£ | +6 |
| 30 Sep 2024, 06:00 | -28.4B£ | -32.2B£ | -13.8B£ | +3.8 |
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.