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 |
|---|---|---|---|---|
| 25 Jun 2026, 12:30 | 0.5% | -0.4% | 5.7% | +0.9 |
| 22 Jan 2026, 13:30 | 4.7% | 4.4% | 0.2% | +0.3 |
| 25 Sep 2025, 12:30 | 0.2% | 2% | -0.6% | -1.8 |
| 26 Jun 2025, 12:30 | -3.3% | -3.6% | 5.9% | +0.3 |
| 19 Dec 2024, 13:30 | -0.4% | 0% | 3.5% | -0.4 |
| 26 Sep 2024, 12:30 | 3.5% | 1.7% | -2.1% | +1.8 |
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.