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 |
|---|---|---|---|---|
| 28 Aug 2026, 09:00 | 5.8 | 4.9 | 5.1 | +0.9 |
| 30 Jul 2026, 09:00 | 4.7 | 3.8 | 4.2 | +0.9 |
| 29 Jun 2026, 09:00 | 3.2 | 3 | 2.6 | +0.2 |
| 28 May 2026, 09:00 | 2.2 | 0.2 | 1.4 | +2 |
| 29 Apr 2026, 09:00 | 0.9 | 3.5 | 4.1 | -2.6 |
| 30 Mar 2026, 09:00 | 4.9 | 3.9 | 5 | +1 |
| 26 Feb 2026, 10:00 | 5 | 7.5 | 6.8 | -2.5 |
| 29 Jan 2026, 10:00 | 7.2 | 6 | 5.8 | +1.2 |
| 08 Jan 2026, 10:00 | 5.6 | 5.9 | 5.8 | -0.3 |
| 27 Nov 2025, 10:00 | 5.7 | 4.4 | 4.2 | +1.3 |
| 30 Oct 2025, 10:00 | 4 | 3.3 | 3.7 | +0.7 |
| 29 Sep 2025, 09:00 | 3.6 | 3.7 | 3.8 | -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.