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 |
|---|---|---|---|---|
| 27 Aug 2026, 15:00 | 17 | — | 17 | — |
| 23 Jul 2026, 15:00 | 17 | — | 19 | — |
| 25 Jun 2026, 15:00 | 19 | — | 9 | — |
| 21 May 2026, 15:00 | 9 | — | 10 | — |
| 23 Apr 2026, 15:00 | 10 | — | 11 | — |
| 26 Mar 2026, 15:00 | 11 | — | 10 | — |
| 26 Feb 2026, 16:00 | 10 | — | -2 | — |
| 22 Jan 2026, 16:00 | -2 | — | -3 | — |
| 18 Dec 2025, 16:00 | -3 | — | 18 | — |
| 20 Nov 2025, 16:00 | 18 | — | 15 | — |
| 23 Oct 2025, 15:00 | 15 | — | 4 | — |
| 25 Sep 2025, 15:00 | 4 | — | 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.