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 |
|---|---|---|---|---|
| 18 Aug 2026, 23:50 | 16.9% | 10.8% | -1.9% | +6.1 |
| 14 Jul 2026, 23:50 | -1.9% | 12.9% | 15.6% | -14.8 |
| 16 Jun 2026, 23:50 | 15.6% | 9.3% | 5.9% | +6.3 |
| 20 May 2026, 23:50 | 5.9% | 4.5% | 24.7% | +1.4 |
| 14 Apr 2026, 23:50 | 24.7% | 8.5% | 13.7% | +16.2 |
| 18 Mar 2026, 23:50 | 13.7% | 10.5% | 16.8% | +3.2 |
| 18 Feb 2026, 23:50 | 16.8% | 3.9% | -6.4% | +12.9 |
| 18 Jan 2026, 23:50 | -6.4% | 4.9% | 12.5% | -11.3 |
| 16 Dec 2025, 23:50 | 12.5% | 3.6% | 11.6% | +8.9 |
| 18 Nov 2025, 23:50 | 11.6% | 5.4% | 1.6% | +6.2 |
| 15 Oct 2025, 23:50 | 1.6% | 4.8% | 4.9% | -3.2 |
| 17 Sep 2025, 23:50 | 4.9% | 5.4% | 7.6% | -0.5 |
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.