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 |
|---|---|---|---|---|
| 31 Aug 2026, 14:30 | 11.6 | — | 1.3 | — |
| 27 Jul 2026, 14:30 | 1.3 | — | 0 | — |
| 29 Jun 2026, 14:30 | 0 | — | 0.4 | — |
| 26 May 2026, 14:30 | 0.4 | — | -2.3 | — |
| 27 Apr 2026, 14:30 | -2.3 | — | -0.2 | — |
| 30 Mar 2026, 14:30 | -0.2 | — | 0.2 | — |
| 23 Feb 2026, 15:30 | 0.2 | — | -1.2 | — |
| 26 Jan 2026, 15:30 | -1.2 | — | -11.3 | — |
| 29 Dec 2025, 15:30 | -10.9 | — | -10.4 | — |
| 24 Nov 2025, 15:30 | -10.4 | — | -5 | — |
| 27 Oct 2025, 14:30 | -5 | — | -8.7 | — |
| 29 Sep 2025, 14:30 | -8.7 | — | -1.8 | — |
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.