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 |
|---|---|---|---|---|
| 20 Aug 2026, 10:00 | -25 | -40 | -45 | +15 |
| 23 Jul 2026, 10:00 | -45 | -40 | -45 | -5 |
| 23 Jun 2026, 10:00 | -45 | -35 | -41 | -10 |
| 21 May 2026, 10:00 | -41 | -40 | -38 | -1 |
| 23 Apr 2026, 10:00 | -38 | -30 | -27 | -8 |
| 20 Mar 2026, 11:00 | -27 | -29 | -28 | +2 |
| 19 Feb 2026, 11:00 | -28 | -28 | -30 | 0 |
| 21 Jan 2026, 11:00 | -30 | -33 | -32 | +3 |
| 17 Dec 2025, 11:00 | -32 | -35 | -37 | +3 |
| 20 Nov 2025, 11:00 | -37 | -30 | -38 | -7 |
| 23 Oct 2025, 10:00 | -38 | -30 | -27 | -8 |
| 23 Sep 2025, 10:00 | -27 | -30 | -33 | +3 |
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.