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, 07:00 | 4.5% | 5% | 5.3% | -0.5 |
| 15 Jul 2026, 02:00 | 5.3% | 4.6% | 4.5% | +0.7 |
| 16 Jun 2026, 02:00 | 4.5% | 4.3% | 4.1% | +0.2 |
| 18 May 2026, 02:00 | 4.1% | 5.9% | 5.7% | -1.8 |
| 16 Apr 2026, 02:00 | 5.7% | 5.5% | 6.3% | +0.2 |
| 16 Mar 2026, 02:00 | 6.3% | 5.1% | 5.2% | +1.2 |
| 19 Jan 2026, 02:00 | 5.2% | 5% | 4.8% | +0.2 |
| 15 Dec 2025, 02:00 | 4.8% | 5% | 4.9% | -0.2 |
| 14 Nov 2025, 02:00 | 4.9% | 5.5% | 6.5% | -0.6 |
| 20 Oct 2025, 02:00 | 6.5% | 5% | 5.2% | +1.5 |
| 15 Sep 2025, 02:00 | 5.2% | 5.8% | 5.7% | -0.6 |
| 15 Aug 2025, 02:00 | 5.7% | 5.9% | 6.8% | -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.