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 | -1.3% | -1.8% | 1.8% | +0.5 |
| 31 Mar 2026, 06:00 | 2% | 2% | 3.5% | 0 |
| 22 Dec 2025, 07:00 | 2.7% | 0.7% | 3.2% | +2 |
| 30 Sep 2025, 06:00 | 3% | 0.1% | 5.8% | +2.9 |
| 30 Jun 2025, 06:00 | 6.1% | 8.1% | 1.8% | -2 |
| 28 Mar 2025, 07:00 | 1.8% | -0.7% | 5.6% | +2.5 |
| 23 Dec 2024, 07:00 | 5.8% | 4.5% | 1.4% | +1.3 |
| 30 Sep 2024, 06:00 | 0.2% | -1.1% | -1.8% | +1.3 |
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.