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, 08:30 | 4.29B£ | — | 7.68B£ | — |
| 29 Jul 2026, 08:30 | 7.73B£ | 3.95B£ | 3.27B£ | +3.78 |
| 29 Jun 2026, 08:30 | 2.89B£ | 4.6B£ | 4.44B£ | -1.71 |
| 02 Jun 2026, 08:30 | 4.37B£ | — | 6.83B£ | — |
| 01 May 2026, 08:30 | 6.15B£ | 4.2B£ | 5.22B£ | +1.95 |
| 30 Mar 2026, 08:30 | 4.84B£ | 4.1B£ | 4.21B£ | +0.74 |
| 02 Mar 2026, 09:30 | 4.08B£ | — | 4.49B£ | — |
| 30 Jan 2026, 09:30 | 4.6B£ | 4.5B£ | 4.59B£ | +0.1 |
| 05 Jan 2026, 09:30 | 4.49B£ | 4.5B£ | 4.16B£ | -0.01 |
| 01 Dec 2025, 09:30 | 4.27B£ | 4.5B£ | 5.22B£ | -0.23 |
| 29 Oct 2025, 09:30 | 5.49B£ | — | 4.28B£ | — |
| 29 Sep 2025, 08:30 | 4.31B£ | 4.8B£ | 4.51B£ | -0.49 |
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.