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 |
|---|---|---|---|---|
| 25 Aug 2026, 14:00 | -8 | — | -3 | — |
| 28 Jul 2026, 14:00 | -3 | — | 0 | — |
| 23 Jun 2026, 14:00 | -1 | — | 14 | — |
| 27 May 2026, 14:00 | 14 | — | 9 | — |
| 28 Apr 2026, 14:00 | 9 | — | 9 | — |
| 24 Mar 2026, 14:00 | 9 | — | -8 | — |
| 24 Feb 2026, 15:00 | -8 | — | -3 | — |
| 27 Jan 2026, 15:00 | -3 | — | -6 | — |
| 23 Dec 2025, 15:00 | -6 | — | -4 | — |
| 25 Nov 2025, 15:00 | -4 | — | 4 | — |
| 28 Oct 2025, 14:00 | 4 | — | 1 | — |
| 23 Sep 2025, 14:00 | 1 | — | 4 | — |
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.