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 |
|---|---|---|---|---|
| 14 Aug 2026, 12:30 | 0.1% | -0.1% | 1.3% | +0.2 |
| 15 Jul 2026, 12:30 | 1.3% | 1.1% | 3.9% | +0.2 |
| 15 Jun 2026, 12:30 | 4.2% | 4.5% | 3% | -0.3 |
| 15 May 2026, 12:30 | 3% | 3.5% | 3.4% | -0.5 |
| 15 Apr 2026, 12:30 | 3.6% | 3.8% | -3% | -0.2 |
| 13 Mar 2026, 12:30 | -3% | -3.3% | 0.4% | +0.3 |
| 16 Feb 2026, 13:30 | 0.6% | 0.5% | -1.3% | +0.1 |
| 15 Jan 2026, 13:30 | -1.2% | -1.1% | -1% | -0.1 |
| 15 Dec 2025, 13:30 | -1% | -1.1% | 3.6% | +0.1 |
| 14 Nov 2025, 13:30 | 3.3% | 2.8% | -1.1% | +0.5 |
| 15 Oct 2025, 12:30 | -1% | -1.5% | 2.5% | +0.5 |
| 15 Sep 2025, 12:30 | 2.5% | 1.8% | 0.3% | +0.7 |
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.