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 |
|---|---|---|---|---|
| 04 Sep 2026, 12:30 | 2% | — | 3% | — |
| 07 Aug 2026, 12:30 | 3% | — | 3.7% | — |
| 10 Jul 2026, 12:30 | 3.7% | — | 3.2% | — |
| 05 Jun 2026, 12:30 | 3.2% | — | 4.8% | — |
| 08 May 2026, 12:30 | 4.8% | — | 5.1% | — |
| 10 Apr 2026, 12:30 | 5.1% | — | 4.2% | — |
| 13 Mar 2026, 12:30 | 4.2% | — | 3.3% | — |
| 06 Feb 2026, 13:30 | 3.3% | — | 3.7% | — |
| 09 Jan 2026, 13:30 | 3.7% | — | 4% | — |
| 05 Dec 2025, 13:30 | 4% | — | 4% | — |
| 07 Nov 2025, 13:30 | 4% | — | 3.6% | — |
| 10 Oct 2025, 12:30 | 3.3% | — | 3.2% | — |
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.