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 | 5% | — | 6.8% | — |
| 16 Jul 2026, 12:30 | 6.7% | — | 7.3% | — |
| 17 Jun 2026, 12:30 | 6.9% | — | 4.8% | — |
| 14 May 2026, 12:30 | 4.9% | — | 4.2% | — |
| 21 Apr 2026, 12:30 | 4% | — | 4% | — |
| 01 Apr 2026, 12:30 | 3.7% | — | 3.2% | — |
| 06 Mar 2026, 13:30 | 3.2% | — | 2.4% | — |
| 10 Feb 2026, 13:30 | 2.4% | — | 3.3% | — |
| 14 Jan 2026, 13:30 | 3.3% | — | 3.3% | — |
| 16 Dec 2025, 13:30 | 3.5% | — | 4.2% | — |
| 25 Nov 2025, 13:30 | 4.3% | — | 5% | — |
| 16 Sep 2025, 12:30 | 5% | — | 4.1% | — |
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.