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 |
|---|---|---|---|---|
| 30 Jul 2026, 01:30 | 1.1% | — | 0.5% | — |
| 30 Apr 2026, 01:30 | 0.5% | — | 3.2% | — |
| 29 Jan 2026, 00:30 | 3.2% | — | -0.9% | — |
| 30 Oct 2025, 00:30 | -0.9% | — | -4.5% | — |
| 31 Jul 2025, 01:30 | -4.5% | — | 2.1% | — |
| 01 May 2025, 01:30 | 2.1% | — | 3.6% | — |
| 30 Jan 2025, 00:30 | 3.6% | — | -4.3% | — |
| 31 Oct 2024, 00:30 | -4.3% | — | -5.9% | — |
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.