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 |
|---|---|---|---|---|
| 12 Sep 2026, 09:00 | — | — | 7.7% | — |
| 14 Aug 2026, 08:30 | 7.7% | 7.9% | 8% | -0.2 |
| 15 Jul 2026, 07:00 | 8% | 8.5% | 8.6% | -0.5 |
| 12 Jun 2026, 09:00 | 8.6% | 8.5% | 8.6% | +0.1 |
| 14 May 2026, 09:00 | 8.6% | 8.5% | 8.5% | +0.1 |
| 13 Apr 2026, 09:00 | 8.5% | 8.9% | 9% | -0.4 |
| 13 Mar 2026, 09:15 | 9% | 8.8% | 9% | +0.2 |
| 13 Feb 2026, 09:00 | 9% | 8.4% | 8.5% | +0.6 |
| 15 Jan 2026, 07:30 | 8.5% | 8% | 8% | +0.5 |
| 12 Dec 2025, 09:00 | 8% | — | 8.2% | — |
| 13 Nov 2025, 09:00 | 8.2% | 8.1% | 8.4% | +0.1 |
| 15 Oct 2025, 09:00 | 8.4% | 8.5% | 8.8% | -0.1 |
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.