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 Aug 2026, 23:50 | 2.4% | — | -3.9% | — |
| 30 Jul 2026, 23:50 | -4.1% | — | 1.7% | — |
| 28 Jun 2026, 23:50 | 1.9% | — | 2.1% | — |
| 28 May 2026, 23:50 | 1.3% | — | 1% | — |
| 29 Apr 2026, 23:50 | 1.3% | — | -2% | — |
| 30 Mar 2026, 23:50 | -2% | — | 3% | — |
| 26 Feb 2026, 23:50 | 4.1% | — | -2% | — |
| 29 Jan 2026, 23:50 | -2% | — | 0.7% | — |
| 25 Dec 2025, 23:50 | 0.6% | — | 1.6% | — |
| 27 Nov 2025, 23:50 | 1.6% | — | 0% | — |
| 30 Oct 2025, 23:50 | 0.3% | — | -0.9% | — |
| 29 Sep 2025, 23:50 | -1.1% | — | -1.6% | — |
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.