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, 08:30 | 2.006B£ | 1.8B£ | 1.865B£ | +0.206 |
| 29 Jul 2026, 08:30 | 1.807B£ | 1.7B£ | 1.723B£ | +0.107 |
| 29 Jun 2026, 08:30 | 1.662B£ | 1.8B£ | 1.713B£ | -0.138 |
| 02 Jun 2026, 08:30 | 1.859B£ | 1.7B£ | 1.904B£ | +0.159 |
| 01 May 2026, 08:30 | 1.895B£ | 1.8B£ | 1.975B£ | +0.095 |
| 30 Mar 2026, 08:30 | 1.935B£ | 1.6B£ | 1.828B£ | +0.335 |
| 02 Mar 2026, 09:30 | 1.812B£ | 1.7B£ | 1.652B£ | +0.112 |
| 30 Jan 2026, 09:30 | 1.524B£ | 1.7B£ | 2.143B£ | -0.176 |
| 05 Jan 2026, 09:30 | 2.077B£ | 1.1B£ | 1.713B£ | +0.977 |
| 01 Dec 2025, 09:30 | 1.119B£ | 1.35B£ | 1.398B£ | -0.231 |
| 29 Oct 2025, 09:30 | 1.491B£ | — | 1.749B£ | — |
| 29 Sep 2025, 08:30 | 1.692B£ | 1.6B£ | 1.669B£ | +0.092 |
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.