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 |
|---|---|---|---|---|
| 26 Aug 2026, 12:30 | 0.4% | 0.6% | 1.1% | -0.2 |
| 27 Jul 2026, 12:30 | 0.6% | 0.8% | 1.8% | -0.2 |
| 25 Jun 2026, 12:30 | 1.3% | 0.6% | 1.4% | +0.7 |
| 28 May 2026, 12:30 | 1.1% | 0.5% | 1.1% | +0.6 |
| 29 Apr 2026, 12:30 | 0.9% | 0.4% | 1.2% | +0.5 |
| 07 Apr 2026, 12:30 | 0.8% | 0.5% | 0.3% | +0.3 |
| 13 Mar 2026, 12:30 | 0.4% | 0.5% | 1.3% | -0.1 |
| 18 Feb 2026, 13:30 | 0.9% | 0.3% | 0.4% | +0.6 |
| 26 Jan 2026, 13:30 | 0.5% | 0.3% | 0.1% | +0.2 |
| 23 Dec 2025, 13:30 | 0.2% | 0.3% | 0.7% | -0.1 |
| 26 Nov 2025, 13:30 | 0.6% | 0.2% | 0.5% | +0.4 |
| 25 Sep 2025, 12:30 | 0.4% | 0% | 1% | +0.4 |
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.