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 |
|---|---|---|---|---|
| 25 Aug 2026, 12:30 | 4.3% | 5% | -2.6% | -0.7 |
| 25 Aug 2026, 12:00 | 4.3% | 5% | -2.6% | -0.7 |
| 24 Jul 2026, 12:00 | -2.6% | -3% | -0.9% | +0.4 |
| 24 Jun 2026, 12:30 | -0.9% | -0.7% | 4.4% | -0.2 |
| 28 May 2026, 12:30 | 4.4% | — | -11.4% | — |
| 05 May 2026, 12:30 | 11% | — | -4.7% | — |
| 19 Mar 2026, 12:00 | -4.7% | — | 4.8% | — |
| 20 Feb 2026, 13:00 | 4.8% | — | -1.6% | — |
| 13 Jan 2026, 13:30 | -0.3% | — | 6.4% | — |
| 24 Sep 2025, 11:50 | -2.3% | -3.7% | -2.2% | +1.4 |
| 25 Aug 2025, 12:00 | -2.2% | -2.8% | -0.1% | +0.6 |
| 24 Jul 2025, 12:00 | -0.1% | — | -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.