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 |
|---|---|---|---|---|
| 27 Aug 2026, 23:30 | 2.4% | 2.5% | 2.5% | -0.1 |
| 30 Jul 2026, 23:30 | 2.5% | 2.5% | 2.5% | 0 |
| 29 Jun 2026, 23:30 | 2.5% | 2.5% | 2.5% | 0 |
| 28 May 2026, 23:30 | 2.5% | 2.7% | 2.7% | -0.2 |
| 27 Apr 2026, 23:30 | 2.7% | 2.6% | 2.6% | +0.1 |
| 30 Mar 2026, 23:30 | 2.6% | 2.7% | 2.7% | -0.1 |
| 02 Mar 2026, 23:30 | 2.7% | 2.6% | 2.6% | +0.1 |
| 29 Jan 2026, 23:30 | 2.6% | 2.6% | 2.6% | 0 |
| 25 Dec 2025, 23:30 | 2.6% | 2.6% | 2.6% | 0 |
| 27 Nov 2025, 23:30 | 2.6% | 2.5% | 2.6% | +0.1 |
| 30 Oct 2025, 23:30 | 2.6% | 2.5% | 2.6% | +0.1 |
| 02 Oct 2025, 23:30 | 2.6% | 2.4% | 2.3% | +0.2 |
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.