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 |
|---|---|---|---|---|
| 21 Aug 2026, 12:30 | 0.5% | 0.4% | 1.2% | +0.1 |
| 23 Jul 2026, 12:30 | 1.2% | 1.4% | 0% | -0.2 |
| 19 Jun 2026, 12:30 | 0.1% | 0.7% | 1.4% | -0.6 |
| 22 May 2026, 12:30 | 1.4% | 0.9% | 0.6% | +0.5 |
| 24 Apr 2026, 12:30 | 0.5% | 0.8% | 1% | -0.3 |
| 20 Mar 2026, 12:30 | 0.8% | 1.2% | 0% | -0.4 |
| 20 Feb 2026, 13:30 | 0.1% | -0.3% | 1.6% | +0.4 |
| 23 Jan 2026, 13:30 | 1.7% | 1.2% | -0.6% | +0.5 |
| 19 Dec 2025, 13:30 | -0.6% | 0.2% | -0.1% | -0.8 |
| 21 Nov 2025, 13:30 | 0.2% | -0.5% | 0.8% | +0.7 |
| 23 Oct 2025, 12:30 | 0.7% | 1.2% | -1.1% | -0.5 |
| 19 Sep 2025, 12:30 | -1.2% | -0.7% | 2.2% | -0.5 |
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.