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 |
|---|---|---|---|---|
| 01 Sep 2026, 22:45 | -4.3% | — | -3.7% | — |
| 02 Aug 2026, 22:45 | -3.6% | — | -4.9% | — |
| 01 Jul 2026, 22:45 | -4% | — | 11.1% | — |
| 02 Jun 2026, 22:45 | 10.9% | — | -0.8% | — |
| 30 Apr 2026, 22:45 | -1.3% | — | 2.8% | — |
| 31 Mar 2026, 21:45 | 2.7% | — | 2% | — |
| 02 Mar 2026, 21:45 | 1.9% | — | -4.5% | — |
| 02 Feb 2026, 21:45 | -4.6% | — | 2.7% | — |
| 13 Jan 2026, 21:45 | 2.8% | — | -0.7% | — |
| 30 Nov 2025, 21:45 | -0.9% | — | 7.3% | — |
| 02 Nov 2025, 21:45 | 7.2% | — | 6.1% | — |
| 30 Sep 2025, 21:45 | 5.8% | — | 5.3% | — |
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.