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 |
|---|---|---|---|---|
| 01 Sep 2026, 08:30 | 6.3B£ | 9.2B£ | 9.5B£ | -2.9 |
| 29 Jul 2026, 08:30 | 9.5B£ | 5.5B£ | 5B£ | +4 |
| 29 Jun 2026, 08:30 | 4.6B£ | 6B£ | 6.2B£ | -1.4 |
| 02 Jun 2026, 08:30 | 6.2B£ | 7.1B£ | 8.7B£ | -0.9 |
| 01 May 2026, 08:30 | 8B£ | 5.9B£ | 7.2B£ | +2.1 |
| 30 Mar 2026, 08:30 | 6.8B£ | 5.6B£ | 6B£ | +1.2 |
| 02 Mar 2026, 09:30 | 5.9B£ | 6.2B£ | 6.1B£ | -0.3 |
| 30 Jan 2026, 09:30 | 6.1B£ | 6.1B£ | 6.7B£ | 0 |
| 05 Jan 2026, 09:30 | 6.6B£ | 5.2B£ | 5.9B£ | +1.4 |
| 01 Dec 2025, 09:30 | 5.4B£ | 6.4B£ | 6.6B£ | -1 |
| 29 Oct 2025, 09:30 | 7B£ | 5.5B£ | 6B£ | +1.5 |
| 29 Sep 2025, 08:30 | 6B£ | 6.3B£ | 6.175B£ | -0.3 |
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.