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 |
|---|---|---|---|---|
| 26 Aug 2026, 01:00 | 0% | — | 0.1% | — |
| 22 Jul 2026, 01:00 | 0% | — | -0.1% | — |
| 17 Jun 2026, 01:00 | 0% | — | 0.1% | — |
| 27 May 2026, 01:00 | 0% | — | -0.1% | — |
| 22 Apr 2026, 01:00 | -0.1% | — | -0.1% | — |
| 18 Mar 2026, 00:00 | -0.1% | — | 0% | — |
| 18 Feb 2026, 00:00 | -0.1% | — | 0.1% | — |
| 21 Jan 2026, 00:00 | 0.1% | — | 0% | — |
| 17 Dec 2025, 00:00 | 0% | — | 0.1% | — |
| 19 Nov 2025, 00:00 | 0.1% | — | 0% | — |
| 15 Oct 2025, 00:00 | 0% | — | -0.1% | — |
| 17 Sep 2025, 01:00 | -0.1% | — | 0.1% | — |
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.