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, 09:00 | -0.7% | — | 0.7% | — |
| 20 Jul 2026, 09:00 | 1.2% | — | 0.2% | — |
| 18 Jun 2026, 09:00 | 0.9% | — | 0.2% | — |
| 21 May 2026, 09:00 | -1.2% | — | -3% | — |
| 20 Apr 2026, 09:00 | -1.9% | — | -4.1% | — |
| 19 Mar 2026, 10:00 | -1.9% | — | 0.7% | — |
| 19 Feb 2026, 10:00 | -0.9% | — | -1.4% | — |
| 20 Jan 2026, 10:00 | -0.8% | — | 1.9% | — |
| 18 Dec 2025, 10:00 | 0.5% | — | -0.3% | — |
| 20 Nov 2025, 10:00 | -0.3% | — | 1% | — |
| 20 Oct 2025, 09:00 | 0.1% | — | 0.7% | — |
| 18 Sep 2025, 09:00 | 3.2% | — | 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.