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 |
|---|---|---|---|---|
| 11 Sep 2026, 07:00 | — | — | -0.3% | — |
| 10 Sep 2026, 06:35 | -5.1% | — | -0.3% | — |
| 12 Aug 2026, 06:20 | -0.3% | — | -3.2% | — |
| 09 Jul 2026, 07:40 | -3.2% | — | -2.1% | — |
| 10 Jun 2026, 07:15 | -2.1% | — | -2.5% | — |
| 11 May 2026, 06:40 | -2.5% | — | -0.6% | — |
| 10 Apr 2026, 06:50 | -0.6% | — | -15.2% | — |
| 11 Mar 2026, 10:30 | -15.4% | — | -3.2% | — |
| 11 Feb 2026, 06:00 | -3.2% | — | -6.2% | — |
| 14 Jan 2026, 06:10 | -6.2% | — | 3.4% | — |
| 11 Dec 2025, 08:10 | 3.4% | — | 8.8% | — |
| 11 Nov 2025, 07:40 | 8.8% | — | 14.9% | — |
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.