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 |
|---|---|---|---|---|
| 17 Jun 2026, 22:45 | 1.5% | 1.1% | 1.5% | +0.4 |
| 18 Mar 2026, 21:45 | 1.3% | 1.7% | 1.1% | -0.4 |
| 17 Dec 2025, 21:45 | 1.3% | 1.3% | -1.1% | 0 |
| 17 Sep 2025, 22:45 | -0.6% | 0% | -0.6% | -0.6 |
| 18 Jun 2025, 22:45 | -0.7% | -0.8% | -1.3% | +0.1 |
| 19 Mar 2025, 22:45 | -1.1% | -1.4% | -1.6% | +0.3 |
| 18 Dec 2024, 21:45 | -1.5% | -0.4% | -0.5% | -1.1 |
| 18 Sep 2024, 22:45 | -0.5% | -0.5% | 0.5% | 0 |
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.