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 |
|---|---|---|---|---|
| 16 Aug 2026, 22:45 | 3.4% | — | 1.3% | — |
| 14 Jul 2026, 22:45 | 1.3% | — | 3.3% | — |
| 14 Jun 2026, 22:45 | 3.3% | — | 2% | — |
| 18 May 2026, 22:45 | 2% | — | 2.7% | — |
| 16 Apr 2026, 22:45 | 2.7% | — | 1.5% | — |
| 15 Mar 2026, 21:45 | 1.5% | — | 0.4% | — |
| 15 Feb 2026, 21:45 | 0.4% | — | -0.5% | — |
| 21 Jan 2026, 21:45 | -1% | — | 1.6% | — |
| 11 Dec 2025, 21:45 | 1.6% | — | 0.8% | — |
| 12 Nov 2025, 21:45 | 0.8% | — | 1% | — |
| 13 Oct 2025, 21:45 | 1% | — | 0.9% | — |
| 11 Sep 2025, 22:45 | 0.9% | — | 1.7% | — |
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.