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 |
|---|---|---|---|---|
| 03 Sep 2026, 01:30 | -3.3% | — | 9.1% | — |
| 06 Aug 2026, 01:30 | 9.6% | — | -7.6% | — |
| 02 Jul 2026, 01:30 | -6.9% | — | 7.2% | — |
| 04 Jun 2026, 01:30 | 7.2% | — | -2.5% | — |
| 07 May 2026, 01:30 | -2.7% | — | 4.2% | — |
| 02 Apr 2026, 00:30 | 4.9% | — | -1.6% | — |
| 05 Mar 2026, 00:30 | -0.9% | — | 0.9% | — |
| 05 Feb 2026, 00:30 | 1% | — | -4% | — |
| 08 Jan 2026, 00:30 | -2.9% | — | 2.8% | — |
| 04 Dec 2025, 00:30 | 3.4% | — | 7.6% | — |
| 06 Nov 2025, 00:30 | 7.9% | — | -8.7% | — |
| 02 Oct 2025, 01:30 | -7.8% | — | 2.5% | — |
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.