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 Sep 2026, 13:20 | — | 1.946 | — | — |
| 10 Sep 2026, 13:20 | — | 2.122 | — | — |
| 06 Aug 2026, 13:20 | — | 3.453 | — | — |
| 22 Jul 2026, 13:20 | — | 3.453 | — | — |
| 07 Jul 2026, 13:20 | — | 3.319 | — | — |
| 24 Jun 2026, 13:20 | — | 3.319 | — | — |
| 09 Jun 2026, 13:20 | — | 3.288 | — | — |
| 21 May 2026, 13:20 | — | 6.576 | — | — |
| 27 Apr 2026, 14:20 | — | 5.058 | — | — |
| 16 Apr 2026, 14:20 | — | 5.058 | — | — |
| 30 Mar 2026, 13:20 | — | 6.726 | — | — |
| 16 Mar 2026, 13:20 | — | 6.726 | — | — |
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.