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, 06:00 | 4.9% | 4.8% | 4.9% | +0.1 |
| 21 Jul 2026, 06:00 | 4.9% | 5% | 4.9% | -0.1 |
| 18 Jun 2026, 06:00 | 4.9% | 5% | 5% | -0.1 |
| 19 May 2026, 06:00 | 5% | 4.9% | 4.9% | +0.1 |
| 21 Apr 2026, 06:00 | 4.9% | 5.2% | 5.2% | -0.3 |
| 19 Mar 2026, 07:00 | 5.2% | 5.3% | 5.2% | -0.1 |
| 17 Feb 2026, 07:00 | 5.2% | 5.1% | 5.1% | +0.1 |
| 20 Jan 2026, 07:00 | 5.1% | 5% | 5.1% | +0.1 |
| 16 Dec 2025, 07:00 | 5.1% | 5.1% | 5% | 0 |
| 11 Nov 2025, 07:00 | 5% | 4.9% | 4.8% | +0.1 |
| 14 Oct 2025, 06:00 | 4.8% | 4.7% | 4.7% | +0.1 |
| 16 Sep 2025, 06:00 | 4.7% | 4.7% | 4.7% | 0 |
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.