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 |
|---|---|---|---|---|
| 31 Aug 2026, 05:00 | 8.2% | 7.9% | 18.6% | +0.3 |
| 28 Aug 2026, 05:00 | — | — | 18.6 | — |
| 31 Jul 2026, 05:00 | 18.6% | 12.8% | 33.9% | +5.8 |
| 30 Jun 2026, 05:00 | 33.9% | 31.8% | 11.4% | +2.1 |
| 29 May 2026, 05:00 | 11.4% | 15.5% | -29.3% | -4.1 |
| 30 Apr 2026, 05:00 | -29.3% | -28.5% | -4.9% | -0.8 |
| 31 Mar 2026, 05:00 | -4.9% | -4.7% | -0.4% | -0.2 |
| 27 Feb 2026, 05:00 | -0.4% | -1.6% | -1.3% | +1.2 |
| 30 Jan 2026, 05:00 | -1.3% | -4.1% | -8.5% | +2.8 |
| 25 Dec 2025, 05:00 | -8.5% | 0.4% | 3.2% | -8.9 |
| 28 Nov 2025, 05:00 | 3.2% | -5.2% | -7.3% | +8.4 |
| 31 Oct 2025, 05:00 | -7.3% | -7.9% | -9.8% | +0.6 |
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.