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 |
|---|---|---|---|---|
| 04 Sep 2026, 12:30 | 6.4% | 6.4% | 6.4% | 0 |
| 07 Aug 2026, 12:30 | 6.4% | 6.5% | 6.5% | -0.1 |
| 10 Jul 2026, 12:30 | 6.5% | 6.6% | 6.6% | -0.1 |
| 05 Jun 2026, 12:30 | 6.6% | 6.9% | 6.9% | -0.3 |
| 08 May 2026, 12:30 | 6.9% | 6.7% | 6.7% | +0.2 |
| 10 Apr 2026, 12:30 | 6.7% | 6.8% | 6.7% | -0.1 |
| 13 Mar 2026, 12:30 | 6.7% | 6.6% | 6.5% | +0.1 |
| 06 Feb 2026, 13:30 | 6.5% | 6.8% | 6.8% | -0.3 |
| 09 Jan 2026, 13:30 | 6.8% | 6.6% | 6.5% | +0.2 |
| 05 Dec 2025, 13:30 | 6.5% | 7% | 6.9% | -0.5 |
| 07 Nov 2025, 13:30 | 6.9% | 7.1% | 7.1% | -0.2 |
| 10 Oct 2025, 12:30 | 7.1% | 7.2% | 7.1% | -0.1 |
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.