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 |
|---|---|---|---|---|
| 17 Aug 2026, 12:30 | 35.43BC$ | — | 21.89BC$ | — |
| 17 Jul 2026, 12:30 | 22.27BC$ | — | -11.37BC$ | — |
| 16 Jun 2026, 12:30 | -11.36BC$ | — | 3.86BC$ | — |
| 15 May 2026, 12:30 | 3.9BC$ | — | 25.27BC$ | — |
| 17 Apr 2026, 12:30 | 25.36BC$ | — | 11.42BC$ | — |
| 18 Mar 2026, 12:30 | 11.39BC$ | — | 13.06BC$ | — |
| 17 Feb 2026, 13:30 | 13.06BC$ | — | 16.95BC$ | — |
| 16 Jan 2026, 13:30 | 16.49BC$ | — | -11.58BC$ | — |
| 17 Dec 2025, 13:30 | -11.58BC$ | — | 21.62BC$ | — |
| 17 Nov 2025, 13:30 | 22.12BC$ | — | 18.79BC$ | — |
| 17 Oct 2025, 12:30 | 19.51BC$ | — | 17.36BC$ | — |
| 17 Sep 2025, 12:30 | 17.413BC$ | — | 9.04BC$ | — |
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.