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 |
|---|---|---|---|---|
| 13 Aug 2026, 22:45 | 8.1% | — | 6.7% | — |
| 13 Jul 2026, 22:45 | 6.7% | — | 8% | — |
| 11 Jun 2026, 22:45 | 8% | — | 15.1% | — |
| 13 May 2026, 22:45 | 15.1% | — | 15.2% | — |
| 13 Apr 2026, 22:45 | 15.2% | — | 4.1% | — |
| 12 Mar 2026, 21:45 | 4.1% | — | 7% | — |
| 12 Feb 2026, 21:45 | 7% | — | 8.2% | — |
| 21 Jan 2026, 21:45 | 8.2% | — | 9.4% | — |
| 09 Dec 2025, 21:45 | 9.4% | — | 9.6% | — |
| 12 Nov 2025, 21:45 | 9.6% | — | 7.5% | — |
| 12 Oct 2025, 21:45 | 7.5% | — | 6.6% | — |
| 09 Sep 2025, 22:45 | 6.6% | — | 0.8% | — |
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.