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 |
|---|---|---|---|---|
| 18 Aug 2026, 12:30 | 8.2% | — | 10.2% | — |
| 17 Jul 2026, 12:30 | 10.2% | — | 11.3% | — |
| 16 Jun 2026, 12:30 | 11.2% | — | 8.8% | — |
| 14 May 2026, 12:30 | 8.8% | — | 5.4% | — |
| 15 Apr 2026, 12:30 | 5.6% | — | 3.8% | — |
| 25 Mar 2026, 12:30 | 3.5% | — | 2.6% | — |
| 05 Mar 2026, 13:30 | 2.6% | — | 3.4% | — |
| 10 Feb 2026, 13:30 | 3.1% | — | 3.2% | — |
| 15 Jan 2026, 13:30 | 3.3 | — | 3.8% | — |
| 03 Dec 2025, 13:30 | 3.8% | — | 3.2% | — |
| 16 Sep 2025, 12:30 | 3.4% | — | 2.4% | — |
| 15 Aug 2025, 12:30 | 2.2% | — | 2.6% | — |
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.