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 |
|---|---|---|---|---|
| 04 Sep 2026, 08:00 | 13.7% | — | 11.7% | — |
| 05 Aug 2026, 08:00 | 11.7% | — | 11.4% | — |
| 06 Jul 2026, 09:00 | 11.4% | — | 7.1% | — |
| 04 Jun 2026, 08:00 | 7.1% | — | 24% | — |
| 05 May 2026, 08:00 | 24% | — | 6.6% | — |
| 07 Apr 2026, 08:00 | 6.6% | — | 7.2% | — |
| 05 Mar 2026, 09:00 | 7.2% | — | 3.4% | — |
| 05 Feb 2026, 09:00 | 3.4% | — | 3.9% | — |
| 06 Jan 2026, 09:00 | 3.9% | — | -1.6% | — |
| 04 Dec 2025, 09:00 | -1.6% | — | 0.5% | — |
| 05 Nov 2025, 09:00 | 0.5% | — | 13.7% | — |
| 06 Oct 2025, 08:00 | 13.7% | — | -2% | — |
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.