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 |
|---|---|---|---|---|
| 17 Jun 2026, 18:00 | 3.1% | — | 3.1% | — |
| 18 Mar 2026, 18:00 | 3.1% | — | 3% | — |
| 10 Dec 2025, 19:00 | 3% | — | 3% | — |
| 17 Sep 2025, 18:00 | 3% | — | 3% | — |
| 18 Jun 2025, 18:00 | 3% | — | 3% | — |
| 19 Mar 2025, 18:00 | 3% | — | 3% | — |
| 18 Dec 2024, 19:00 | 3% | — | 2.9% | — |
| 18 Sep 2024, 18:00 | 2.9% | — | 2.8% | — |
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.