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 |
|---|---|---|---|---|
| 18 Aug 2026, 12:30 | 5% | — | -2.6% | — |
| 17 Jul 2026, 12:30 | -3% | — | -0.9% | — |
| 16 Jun 2026, 12:30 | -0.7% | — | 4.4% | — |
| 21 May 2026, 12:30 | 5.8% | — | -11.5% | — |
| 29 Apr 2026, 12:30 | -10.8% | — | 10.9% | — |
| 12 Mar 2026, 12:30 | -5.4% | — | 4.8% | — |
| 18 Feb 2026, 13:30 | 4.3% | -0.2% | -1.6% | +4.5 |
| 09 Jan 2026, 13:30 | -0.2% | — | 6.4% | — |
| 17 Sep 2025, 12:30 | -3.7% | — | -2.2% | — |
| 19 Aug 2025, 12:30 | -2.8% | — | -0.1% | — |
| 18 Jul 2025, 12:30 | 0.2% | — | -2% | — |
| 18 Jun 2025, 12:30 | -2% | — | -4% | — |
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.