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, 06:30 | 15.5% | — | 17.2% | — |
| 04 Aug 2026, 06:30 | 15.4% | — | 14.6% | — |
| 01 Jul 2026, 06:30 | 16.9% | — | 18.4% | — |
| 01 Jun 2026, 06:30 | 16.8% | — | 15.1% | — |
| 01 May 2026, 06:30 | 15.7% | — | 12.7% | — |
| 01 Apr 2026, 05:30 | 12.8% | — | 4.9% | — |
| 02 Mar 2026, 05:30 | 3.4% | — | 2.7% | — |
| 02 Feb 2026, 05:30 | 2.6% | — | -3.2% | — |
| 19 Dec 2025, 05:30 | -3.8% | — | -1.8% | — |
| 01 Dec 2025, 05:30 | -1.7% | — | -1.3% | — |
| 03 Nov 2025, 05:30 | -1.3% | — | 0.1% | — |
| 01 Oct 2025, 06:30 | -0.1% | — | -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.