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 |
|---|---|---|---|---|
| 30 Jul 2026, 12:30 | 1.5% | 2.1% | 2.1% | -0.6 |
| 30 Apr 2026, 12:30 | 2% | 2.3% | 0.5% | -0.3 |
| 20 Feb 2026, 13:30 | 1.4% | 3% | 4.4% | -1.6 |
| 30 Oct 2025, 12:30 | 4.3% | 3% | 3.8% | +1.3 |
| 30 Jul 2025, 12:30 | 3% | 2.4% | -0.5% | +0.6 |
| 30 Apr 2025, 12:30 | -0.3% | 0.3% | 2.4% | -0.6 |
| 30 Jan 2025, 13:30 | 2.3% | 2.6% | 3.1% | -0.3 |
| 30 Oct 2024, 12:30 | 2.8% | 3% | 3% | -0.2 |
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.