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 | -2.3% | 0.3% | -4.8% | -2.6 |
| 16 Jul 2026, 14:00 | -5.4% | -0.5% | 3.5% | -4.9 |
| 17 Jun 2026, 14:00 | 3.8% | 0.8% | 0.3% | +3 |
| 19 May 2026, 14:00 | 1.4% | 1% | 1.7% | +0.4 |
| 21 Apr 2026, 14:00 | 1.5% | 0.1% | 2.5% | +1.4 |
| 17 Mar 2026, 14:00 | 1.8% | -0.5% | -1% | +2.3 |
| 19 Feb 2026, 15:00 | -0.8% | 1.3% | -7.4% | -2.1 |
| 21 Jan 2026, 15:00 | -9.3% | -0.3% | 3.3% | -9 |
| 29 Dec 2025, 15:00 | 3.3% | 1% | 2.4% | +2.3 |
| 25 Nov 2025, 15:00 | 1.9% | 0.5% | 0.1% | +1.4 |
| 29 Oct 2025, 14:00 | 0% | 1.6% | 4.2% | -1.6 |
| 29 Sep 2025, 14:00 | 4% | 0.3% | -0.3% | +3.7 |
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.