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 |
|---|---|---|---|---|
| 12 Aug 2026, 12:30 | 18.5% | 0.8% | -3% | +17.7 |
| 10 Jul 2026, 12:30 | -1.7% | 2.4% | -6.6% | -4.1 |
| 11 Jun 2026, 12:30 | -7.6% | -3.5% | 10.3% | -4.1 |
| 19 May 2026, 12:30 | 10.3% | 3% | -7.8% | +7.3 |
| 13 Apr 2026, 12:30 | -8.4% | -0.5% | 3.5% | -7.9 |
| 12 Mar 2026, 12:30 | 4.8% | -2% | 6.1% | +6.8 |
| 11 Feb 2026, 13:30 | 6.8% | 5% | -13.1% | +1.8 |
| 13 Jan 2026, 13:30 | -13.1% | -6.5% | 15.7% | -6.6 |
| 12 Dec 2025, 13:30 | 14.9% | -1.4% | 5.9% | +16.3 |
| 12 Nov 2025, 13:30 | 4.5% | 1% | -4% | +3.5 |
| 14 Oct 2025, 12:30 | -1.2% | -0.1% | -1.1% | -1.1 |
| 12 Sep 2025, 12:30 | -0.1% | 4% | -9.5% | -4.1 |
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.