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 |
|---|---|---|---|---|
| 23 Jul 2026, 04:00 | 13.6% | — | 3.2% | — |
| 23 Jun 2026, 04:00 | 3.2% | — | 5.1% | — |
| 27 May 2026, 04:00 | 5.1% | — | 12.5% | — |
| 23 Apr 2026, 04:00 | 12.5% | — | 1.4% | — |
| 24 Mar 2026, 05:00 | 1.4% | — | -3.9% | — |
| 24 Feb 2026, 05:00 | -3.9% | — | 5.8% | — |
| 27 Jan 2026, 05:00 | 5.8% | — | 2.1% | — |
| 23 Dec 2025, 05:00 | 2.1% | — | 5.8% | — |
| 25 Nov 2025, 05:00 | 5.8% | — | 10% | — |
| 28 Oct 2025, 05:00 | 10% | — | 5.3% | — |
| 25 Sep 2025, 04:00 | 5.3% | — | 7.4% | — |
| 28 Aug 2025, 04:00 | 7.4% | — | -7.3% | — |
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.