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, 12:30 | 0 | — | — | — |
| 31 Jul 2026, 12:30 | 0.2% | — | 0.1% | — |
| 30 Jun 2026, 12:30 | 0.1% | — | 0.4% | — |
| 29 May 2026, 12:30 | 0.4 | — | — | — |
| 30 Apr 2026, 12:30 | 0% | — | 0.2% | — |
| 31 Mar 2026, 12:30 | 0.2% | — | 0% | — |
| 27 Feb 2026, 13:30 | 0 | — | — | — |
| 30 Jan 2026, 13:30 | 0.1% | — | 0.1% | — |
| 23 Dec 2025, 13:30 | 0.1% | — | -0.3% | — |
| 28 Nov 2025, 13:30 | -0.3% | — | 0.1% | — |
| 31 Oct 2025, 12:30 | 0.1% | — | 0% | — |
| 26 Sep 2025, 12:30 | 0% | — | 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.