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 |
|---|---|---|---|---|
| 18 Aug 2026, 14:00 | -2.2% | — | -0.3% | — |
| 16 Jul 2026, 14:00 | -0.3% | — | 4.8% | — |
| 17 Jun 2026, 14:00 | 4.8% | — | 3.2% | — |
| 19 May 2026, 14:00 | 3.2% | — | -1.1% | — |
| 21 Apr 2026, 14:00 | -1.1% | — | -0.8% | — |
| 17 Mar 2026, 14:00 | -0.8% | — | -0.4% | — |
| 19 Feb 2026, 15:00 | -0.4% | — | -3% | — |
| 21 Jan 2026, 15:00 | -3% | — | 2.6% | — |
| 29 Dec 2025, 15:00 | 2.6% | — | -0.4% | — |
| 25 Nov 2025, 15:00 | -0.4% | — | -0.9% | — |
| 29 Oct 2025, 14:00 | -0.9% | — | 3.8% | — |
| 29 Sep 2025, 14:00 | 3.8% | — | 0.7% | — |
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.