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 |
|---|---|---|---|---|
| 07 Sep 2026, 23:30 | 3.1% | 3.9% | 3.4% | -0.8 |
| 04 Aug 2026, 23:30 | 2.8% | — | 2.8% | — |
| 06 Jul 2026, 23:30 | 2.9% | — | 4.8% | — |
| 04 Jun 2026, 23:30 | 4.2% | 3.2% | 3.1% | +1 |
| 07 May 2026, 23:30 | 1.9% | — | 3.4% | — |
| 07 Apr 2026, 23:30 | 3.3% | — | 3.3% | — |
| 08 Mar 2026, 23:30 | 3.3% | — | 1.5% | — |
| 08 Feb 2026, 23:30 | 0.9% | — | 1.2% | — |
| 07 Jan 2026, 23:30 | 1.2% | — | 2.1% | — |
| 07 Dec 2025, 23:30 | 1.5% | — | 1% | — |
| 05 Nov 2025, 23:30 | 0.6% | — | 0.4% | — |
| 07 Oct 2025, 23:30 | 1.3% | — | 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.