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 |
|---|---|---|---|---|
| 21 Aug 2026, 03:00 | 5.3% | — | 3.2% | — |
| 22 Jul 2026, 03:00 | 3.1% | — | 4.2% | — |
| 21 May 2026, 03:00 | 2.9% | — | 2.1% | — |
| 23 Apr 2026, 03:00 | 2.1% | — | 1.1% | — |
| 20 Mar 2026, 02:00 | -1.1% | — | 0.9% | — |
| 23 Feb 2026, 02:00 | 1% | — | -0.2% | — |
| 27 Jan 2026, 02:00 | -0.3% | — | 4.4% | — |
| 19 Dec 2025, 02:00 | 4.7% | — | 1.6% | — |
| 21 Nov 2025, 02:00 | 1.4% | — | 0.3% | — |
| 21 Oct 2025, 02:00 | 0.2% | — | 3.3% | — |
| 19 Sep 2025, 03:00 | 3.5% | — | 1.6% | — |
| 21 Aug 2025, 03:00 | 1.4% | — | 0.9% | — |
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.