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 |
|---|---|---|---|---|
| 30 Jul 2026, 01:30 | 5.7% | 0% | 0.1% | +5.7 |
| 30 Apr 2026, 01:30 | 0.1% | -0.6% | 0.9% | +0.7 |
| 29 Jan 2026, 00:30 | 0.9% | -0.2% | -0.4% | +1.1 |
| 30 Oct 2025, 00:30 | -0.4% | -0.3% | -0.8% | -0.1 |
| 31 Jul 2025, 01:30 | -0.8% | -0.5% | 3.3% | -0.3 |
| 01 May 2025, 01:30 | 3.3% | 0.3% | 0.2% | +3 |
| 30 Jan 2025, 00:30 | 0.2% | -1.5% | -1.4% | +1.7 |
| 31 Oct 2024, 00:30 | -1.4% | -0.2% | 1% | -1.2 |
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.