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, 23:50 | 11.5% | — | 3.3% | — |
| 31 Mar 2026, 23:50 | 3.3% | — | 12.6% | — |
| 14 Dec 2025, 23:50 | 12.6% | 12% | 12.5% | +0.6 |
| 30 Sep 2025, 23:50 | 12.5% | — | 11.5% | — |
| 30 Jun 2025, 23:50 | 11.5% | — | 3.1% | — |
| 31 Mar 2025, 23:50 | 3.1% | — | 11.3% | — |
| 12 Dec 2024, 23:50 | 11.3% | 9.6% | 10.6% | +1.7 |
| 30 Sep 2024, 23:50 | 10.6% | 11.9% | 11.1% | -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.