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 | 0.9% | 0.7% | -3% | +0.2 |
| 31 Mar 2026, 06:00 | -2.5% | -2.7% | 1.1% | +0.2 |
| 22 Dec 2025, 07:00 | 1.5% | -0.3% | -1.7% | +1.8 |
| 30 Sep 2025, 06:00 | -1.1% | -4% | 4.1% | +2.9 |
| 30 Jun 2025, 06:00 | 3.9% | 5.8% | -1.9% | -1.9 |
| 28 Mar 2025, 07:00 | -1.9% | -3.2% | 2.2% | +1.3 |
| 23 Dec 2024, 07:00 | 1.9% | 1.2% | 1.8% | +0.7 |
| 30 Sep 2024, 06:00 | 1.4% | -0.1% | 0.6% | +1.5 |
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.