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 |
|---|---|---|---|---|
| 04 Sep 2026, 09:00 | 0.6% | 1.1% | 1.4% | -0.5 |
| 06 Aug 2026, 09:00 | 0.7% | 1% | 1.9% | -0.3 |
| 06 Jul 2026, 09:00 | 1.6% | 1.6% | 0.9% | 0 |
| 04 Jun 2026, 09:00 | 1% | 0.3% | 2.1% | +0.7 |
| 07 May 2026, 09:00 | 1.2% | 1% | 1.3% | +0.2 |
| 08 Apr 2026, 09:00 | 1.7% | 1.6% | 2.1% | +0.1 |
| 05 Mar 2026, 10:00 | 2% | 1.7% | 1.8% | +0.3 |
| 05 Feb 2026, 10:00 | 1.3% | 1.6% | 2.4% | -0.3 |
| 09 Jan 2026, 10:00 | 2.3% | 1.6% | 1.9% | +0.7 |
| 04 Dec 2025, 10:00 | 1.5% | 1.3% | 1.2% | +0.2 |
| 06 Nov 2025, 10:00 | 1% | 1% | 1.6% | 0 |
| 06 Oct 2025, 09:00 | 1% | — | 2.1% | — |
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.