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, 01:30 | 9% | — | 9.5% | — |
| 30 Jul 2026, 01:30 | 8.9% | — | 5.5% | — |
| 01 Jul 2026, 01:30 | 5.3% | — | 10.9% | — |
| 02 Jun 2026, 01:30 | 10.2% | — | 9.3% | — |
| 04 May 2026, 01:30 | 9% | — | 16.1% | — |
| 01 Apr 2026, 00:30 | 14% | — | -15.7% | — |
| 03 Mar 2026, 00:30 | -15.7% | — | 1.1% | — |
| 03 Feb 2026, 00:30 | 0.4% | — | 19.4% | — |
| 07 Jan 2026, 00:30 | 20.2% | — | -1.1% | — |
| 02 Dec 2025, 00:30 | -1.8% | — | 14.9% | — |
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.