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 |
|---|---|---|---|---|
| 06 Aug 2026, 21:30 | — | — | — | — |
| 15 Jul 2026, 22:30 | — | — | — | — |
| 06 May 2026, 13:30 | — | — | — | — |
| 01 Apr 2026, 13:05 | — | — | — | — |
| 25 Feb 2026, 18:20 | — | — | — | — |
| 20 Feb 2026, 20:30 | — | — | — | — |
| 30 Jan 2026, 18:30 | — | — | — | — |
| 13 Jan 2026, 15:35 | — | — | — | — |
| 13 Nov 2025, 17:15 | — | — | — | — |
| 06 Nov 2025, 22:30 | — | — | — | — |
| 17 Oct 2025, 16:15 | — | — | — | — |
| 10 Oct 2025, 17:00 | — | — | — | — |
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.