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, 23:00 | -6.9 | — | -43.8 | — |
| 04 Aug 2026, 23:00 | -40.6 | — | -33.3 | — |
| 30 Jun 2026, 23:00 | -38.1 | — | -11.2 | — |
| 02 Jun 2026, 23:00 | -9.9 | — | -18.9 | — |
| 05 May 2026, 23:00 | -19.3 | — | -57.1 | — |
| 31 Mar 2026, 22:00 | -31.4 | — | -8.2 | — |
| 03 Mar 2026, 22:00 | -8.2 | — | 4.6 | — |
| 03 Feb 2026, 22:00 | 5.2 | — | -16.9 | — |
| 02 Dec 2025, 22:00 | -18.7 | — | -7.1 | — |
| 04 Nov 2025, 22:00 | -7.1 | — | 12.3 | — |
| 30 Sep 2025, 23:00 | -12.3 | — | 1 | — |
| 02 Sep 2025, 23:00 | 1 | — | -1.3 | — |
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.