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 |
|---|---|---|---|---|
| 19 Aug 2026, 23:50 | 27.8% | 26.5% | 25.4% | +1.3 |
| 21 Jul 2026, 23:50 | 25.4% | 21% | 12.5% | +4.4 |
| 16 Jun 2026, 23:50 | 12.5% | 12.8% | 9.8% | -0.3 |
| 20 May 2026, 23:50 | 9.7% | 8.3% | 10.9% | +1.4 |
| 21 Apr 2026, 23:50 | 10.9% | 7.1% | 10.3% | +3.8 |
| 17 Mar 2026, 23:50 | 10.2% | 11.5% | -2.6% | -1.3 |
| 17 Feb 2026, 23:50 | -2.5% | 3% | 5.2% | -5.5 |
| 21 Jan 2026, 23:50 | 5.3% | 3.6% | 1.3% | +1.7 |
| 16 Dec 2025, 23:50 | 1.3% | 2.5% | 0.7% | -1.2 |
| 20 Nov 2025, 23:50 | 0.7% | -0.7% | 3% | +1.4 |
| 21 Oct 2025, 23:50 | 3.3% | 0.6% | -5.2% | +2.7 |
| 16 Sep 2025, 23:50 | -5.2% | -4.2% | -7.4% | -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.