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, 14:00 | -0.5% | 0.2% | 0% | -0.7 |
| 03 Aug 2026, 14:00 | 0% | 0.2% | 0% | -0.2 |
| 01 Jul 2026, 14:00 | 0% | 0.2% | -1.4% | -0.2 |
| 01 Jun 2026, 14:00 | -1.4% | 0.2% | 0.4% | -1.6 |
| 07 May 2026, 14:00 | 0.4% | 0.2% | -0.3% | +0.2 |
| 23 Mar 2026, 14:00 | -0.3% | 0.1% | 0.8% | -0.4 |
| 27 Feb 2026, 15:00 | -0.2% | 0.3% | -0.1% | -0.5 |
| 21 Jan 2026, 15:00 | 0.5% | 0.1% | -0.6% | +0.4 |
| 17 Nov 2025, 15:00 | 0.2% | -0.1% | 0.2% | +0.3 |
| 02 Sep 2025, 14:00 | -0.1% | -0.1% | -0.4% | 0 |
| 01 Aug 2025, 14:00 | -0.4% | 0% | -0.4% | -0.4 |
| 01 Jul 2025, 14:00 | -0.3% | -0.2% | -0.2% | -0.1 |
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.