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 |
|---|---|---|---|---|
| 27 Aug 2026, 08:00 | 3.1% | 2.9% | 3% | +0.2 |
| 27 Jul 2026, 08:00 | 3% | 3.1% | 3% | -0.1 |
| 29 Jun 2026, 08:00 | 3.1% | 2.9% | 3% | +0.2 |
| 01 Jun 2026, 08:00 | 3% | 3% | 3% | 0 |
| 29 Apr 2026, 08:00 | 3% | 3.1% | 3% | -0.1 |
| 26 Mar 2026, 09:00 | 3% | 3.1% | 3% | -0.1 |
| 26 Feb 2026, 09:00 | 3% | 3.1% | 3% | -0.1 |
| 29 Jan 2026, 09:00 | 3% | 2.9% | 2.9% | +0.1 |
| 02 Jan 2026, 09:00 | 2.9% | 2.8% | 2.8% | +0.1 |
| 27 Nov 2025, 09:00 | 2.8% | 2.6% | 2.6% | +0.2 |
| 27 Oct 2025, 09:00 | 2.6% | 2.6% | 2.5% | 0 |
| 25 Sep 2025, 08:00 | 2.5% | 2.3% | 2.4% | +0.2 |
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.