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, 14:30 | 4.2 | — | 6.6 | — |
| 28 Jul 2026, 14:30 | 6.6 | — | 2.9 | — |
| 30 Jun 2026, 14:30 | 2.9 | — | -7.7 | — |
| 27 May 2026, 14:30 | -7.7 | — | -9.9 | — |
| 28 Apr 2026, 14:30 | -9.9 | — | -13.3 | — |
| 31 Mar 2026, 14:30 | -13.3 | — | -3.2 | — |
| 24 Feb 2026, 15:30 | -3.2 | — | 2.7 | — |
| 27 Jan 2026, 15:30 | 2.7 | — | -5 | — |
| 30 Dec 2025, 15:30 | -3.3 | — | -2.3 | — |
| 25 Nov 2025, 15:30 | -2.3 | — | -9.4 | — |
| 28 Oct 2025, 14:30 | -9.4 | — | -5.6 | — |
| 30 Sep 2025, 14:30 | -5.6 | — | 6.8 | — |
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.