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 |
|---|---|---|---|---|
| 20 Aug 2026, 12:30 | -2.2% | -1.8% | -6.7% | -0.4 |
| 24 Jul 2026, 12:30 | -6.9% | -1.5% | 0.5% | -5.4 |
| 18 Jun 2026, 12:30 | 0.7% | 1.1% | 2.6% | -0.4 |
| 22 May 2026, 12:30 | 2.6% | 2.7% | 11.9% | -0.1 |
| 23 Apr 2026, 12:30 | 12% | 9.3% | 0.9% | +2.7 |
| 20 Mar 2026, 12:30 | 0.6% | 2.4% | 7.7% | -1.8 |
| 20 Feb 2026, 13:30 | 7.7% | 0.7% | 0.3% | +7 |
| 21 Jan 2026, 13:30 | 0.5% | -0.5% | 0.6% | +1 |
| 22 Dec 2025, 13:30 | 0.3% | 0.6% | 1.6% | -0.3 |
| 20 Nov 2025, 13:30 | 1.6% | 0.6% | 1.7% | +1 |
| 20 Oct 2025, 12:30 | 1.7% | — | -0.8% | — |
| 22 Sep 2025, 12:30 | -0.6% | 1.2% | 0.3% | -1.8 |
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.