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 |
|---|---|---|---|---|
| 19 Aug 2026, 23:50 | 23.2% | 19.9% | 19.3% | +3.3 |
| 21 Jul 2026, 23:50 | 19.3% | 18.6% | 16.8% | +0.7 |
| 16 Jun 2026, 23:50 | 17% | 16.2% | 14.8% | +0.8 |
| 20 May 2026, 23:50 | 14.8% | 9.3% | 11.5% | +5.5 |
| 21 Apr 2026, 23:50 | 11.7% | 11% | 4% | +0.7 |
| 17 Mar 2026, 23:50 | 4.2% | 1.6% | 16.8% | +2.6 |
| 17 Feb 2026, 23:50 | 16.8% | 12% | 5.1% | +4.8 |
| 21 Jan 2026, 23:50 | 5.1% | 6.1% | 6.1% | -1 |
| 16 Dec 2025, 23:50 | 6.1% | 4.8% | 3.6% | +1.3 |
| 20 Nov 2025, 23:50 | 3.6% | 1.1% | 4.2% | +2.5 |
| 21 Oct 2025, 23:50 | 4.2% | 4.6% | -0.1% | -0.4 |
| 16 Sep 2025, 23:50 | -0.1% | -1.9% | -2.6% | +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.