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 |
|---|---|---|---|---|
| 24 Aug 2026, 12:30 | -0.08 | — | 0.06 | — |
| 23 Jul 2026, 12:30 | -0.02 | — | -0.19 | — |
| 25 Jun 2026, 12:30 | -0.1 | — | 0.19 | — |
| 26 May 2026, 12:30 | 0.14 | — | -0.15 | — |
| 23 Apr 2026, 12:30 | -0.2 | — | 0.03 | — |
| 23 Mar 2026, 12:30 | -0.11 | — | 0.2 | — |
| 23 Feb 2026, 13:30 | -0.21 | — | -0.15 | — |
| 26 Jan 2026, 13:30 | -0.04 | — | -0.42 | — |
| 22 Dec 2025, 13:30 | -0.21 | — | -0.31 | — |
| 22 Sep 2025, 12:30 | -0.12 | — | -0.28 | — |
| 25 Aug 2025, 12:30 | -0.19 | — | -0.18 | — |
| 24 Jul 2025, 12:30 | -0.1 | — | -0.16 | — |
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.