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 Jul 2026, 12:30 | 3.4% | 3.5% | 4.4% | -0.1 |
| 30 Apr 2026, 12:30 | 4.3% | 4.1% | 2.7% | +0.2 |
| 20 Feb 2026, 13:30 | 2.7% | 2.6% | 2.9% | +0.1 |
| 30 Oct 2025, 12:30 | 2.9% | 2.9% | 2.6% | 0 |
| 30 Jul 2025, 12:30 | 2.5% | 2.3% | 3.5% | +0.2 |
| 30 Apr 2025, 12:30 | 3.5% | 3.3% | 2.6% | +0.2 |
| 30 Jan 2025, 13:30 | 2.5% | 2.5% | 2.2% | 0 |
| 30 Oct 2024, 12:30 | 2.2% | 2.1% | 2.8% | +0.1 |
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.