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 Sep 2026, 14:30 | — | — | 40 | — |
| 10 Sep 2026, 14:30 | 40Bcf | 31Bcf | 30Bcf | +9 |
| 03 Sep 2026, 14:30 | 30Bcf | 31Bcf | 15Bcf | -1 |
| 27 Aug 2026, 14:30 | 15Bcf | 20Bcf | 16Bcf | -5 |
| 20 Aug 2026, 14:30 | 16Bcf | 19Bcf | 36Bcf | -3 |
| 13 Aug 2026, 14:30 | 36Bcf | 31Bcf | 33Bcf | +5 |
| 06 Aug 2026, 14:30 | 33Bcf | 31Bcf | 28Bcf | +2 |
| 30 Jul 2026, 14:30 | 28Bcf | 35Bcf | 32Bcf | -7 |
| 23 Jul 2026, 14:30 | 32Bcf | 35Bcf | 41Bcf | -3 |
| 16 Jul 2026, 14:30 | 41Bcf | 43Bcf | 61Bcf | -2 |
| 09 Jul 2026, 14:30 | 61Bcf | 49Bcf | 87Bcf | +12 |
| 02 Jul 2026, 14:30 | 87Bcf | 81Bcf | 76Bcf | +6 |
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.