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 |
|---|---|---|---|---|
| 17 Aug 2026, 04:30 | -0.2% | -1% | 0.8% | +0.8 |
| 15 Jul 2026, 04:30 | 1.1% | 0.4% | 0.8% | +0.7 |
| 15 Jun 2026, 04:30 | 1.3% | — | -0.6% | — |
| 19 May 2026, 04:30 | -0.2% | -0.4% | -0.7% | +0.2 |
| 20 Apr 2026, 04:30 | -0.4% | — | 2% | — |
| 17 Mar 2026, 04:30 | 1.7% | 0.8% | -0.8% | +0.9 |
| 17 Feb 2026, 04:30 | -0.5% | -0.2% | -0.4% | -0.3 |
| 19 Jan 2026, 04:30 | -0.2% | 0% | 0.9% | -0.2 |
| 15 Dec 2025, 04:30 | 0.9% | 0.2% | 0.1% | +0.7 |
| 14 Nov 2025, 04:30 | 0.3% | 0.3% | 0.1% | 0 |
| 16 Oct 2025, 04:30 | -0.4% | -0.2% | 0.2% | -0.2 |
| 16 Sep 2025, 04:30 | 0.5% | 0.2% | -0.2% | +0.3 |
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.