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, 13:15 | 1.1% | — | 1.29% | — |
| 17 Jul 2026, 13:15 | 1.1% | — | 1.6% | — |
| 15 Jun 2026, 13:15 | 1.7% | — | 1.4% | — |
| 15 May 2026, 13:15 | 1.4% | — | 0.76% | — |
| 16 Apr 2026, 13:15 | 0.7% | — | 1.2% | — |
| 16 Mar 2026, 13:15 | 1.4% | — | 2.33% | — |
| 18 Feb 2026, 14:15 | 2.3% | — | 1.3% | — |
| 16 Jan 2026, 14:15 | 2% | — | 2.7% | — |
| 23 Dec 2025, 14:15 | 2.5% | — | 2.2% | — |
| 03 Dec 2025, 14:15 | 1.6% | — | 0.84% | — |
| 16 Sep 2025, 13:15 | 0.9% | — | 1.3% | — |
| 15 Aug 2025, 13:15 | 1.4% | — | 0.8% | — |
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.