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 |
|---|---|---|---|---|
| 14 Sep 2026, 02:30 | — | — | — | — |
| 08 Sep 2026, 03:20 | — | — | — | — |
| 03 Sep 2026, 05:15 | — | — | — | — |
| 29 Jul 2026, 22:40 | — | — | — | — |
| 08 Jul 2026, 01:00 | — | — | — | — |
| 19 May 2026, 00:30 | — | — | — | — |
| 16 Apr 2026, 18:30 | — | — | — | — |
| 02 Mar 2026, 12:30 | — | — | — | — |
| 12 Feb 2026, 04:45 | — | — | — | — |
| 20 Nov 2025, 02:00 | — | — | — | — |
| 14 Oct 2025, 23:30 | — | — | — | — |
| 15 Sep 2025, 23:50 | — | — | — | — |
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.