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 |
|---|---|---|---|---|
| 30 Sep 2026, 11:00 | — | — | -1.5 | — |
| 23 Sep 2026, 11:00 | -1.5% | — | -4.1% | — |
| 16 Sep 2026, 11:00 | — | — | -2.7 | — |
| 09 Sep 2026, 11:00 | -2.7% | — | 0.8% | — |
| 02 Sep 2026, 11:00 | 0.8% | — | -1% | — |
| 26 Aug 2026, 11:00 | -1% | — | -0.4% | — |
| 19 Aug 2026, 11:00 | -0.4% | — | 3.6% | — |
| 12 Aug 2026, 11:00 | 3.6% | — | -2.9% | — |
| 05 Aug 2026, 11:00 | -2.9% | — | -6.4% | — |
| 29 Jul 2026, 11:00 | -6.4% | — | 1.9% | — |
| 22 Jul 2026, 11:00 | 1.9% | — | -2.7% | — |
| 15 Jul 2026, 11:00 | -2.7% | — | -2.2% | — |
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.