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 |
|---|---|---|---|---|
| 01 Sep 2026, 23:50 | -15.7% | -13.5% | -13.8% | -2.2 |
| 03 Aug 2026, 23:50 | -13.8% | -13% | -13.7% | -0.8 |
| 01 Jul 2026, 23:50 | -13.7% | -10% | -12.2% | -3.7 |
| 01 Jun 2026, 23:50 | -12.2% | -9.5% | -11.3% | -2.7 |
| 06 May 2026, 23:50 | -11.3% | -10.5% | -11.6% | -0.8 |
| 01 Apr 2026, 23:50 | -11.6% | — | -10.6% | — |
| 02 Mar 2026, 23:50 | -10.6% | -10.2% | -9.5% | -0.4 |
| 02 Feb 2026, 23:50 | -9.5% | — | -9.8% | — |
| 05 Jan 2026, 23:50 | -9.8% | — | -8.5% | — |
| 01 Dec 2025, 23:50 | -8.5% | — | -7.8% | — |
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.