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, 10:00 | — | — | -48 | — |
| 26 Aug 2026, 10:00 | -48 | -24 | -26 | -24 |
| 27 Jul 2026, 10:00 | -26 | -45 | -54 | +19 |
| 25 Jun 2026, 10:00 | -54 | -41 | -46 | -13 |
| 26 May 2026, 10:00 | -46 | -60 | -68 | +14 |
| 27 Apr 2026, 10:00 | -68 | -48 | -52 | -20 |
| 24 Mar 2026, 11:00 | -52 | -40 | -43 | -12 |
| 24 Feb 2026, 11:00 | -43 | -16 | -17 | -27 |
| 22 Jan 2026, 11:00 | -17 | -35 | -44 | +18 |
| 19 Dec 2025, 11:00 | -44 | -30 | -32 | -14 |
| 25 Nov 2025, 11:00 | -32 | -30 | -27 | -2 |
| 27 Oct 2025, 11:00 | -27 | -27 | -29 | 0 |
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.