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 |
|---|---|---|---|---|
| 03 Sep 2026, 12:30 | 75.37BC$ | — | 73.76BC$ | — |
| 04 Aug 2026, 12:30 | 73.63BC$ | — | 73.49BC$ | — |
| 07 Jul 2026, 12:30 | 72.86BC$ | — | 73BC$ | — |
| 09 Jun 2026, 12:30 | 72.4BC$ | — | 70.99BC$ | — |
| 05 May 2026, 12:30 | 70.99BC$ | — | 72.17BC$ | — |
| 02 Apr 2026, 12:30 | 72.05BC$ | — | 66.5BC$ | — |
| 12 Mar 2026, 12:30 | 66.13BC$ | — | 66.85BC$ | — |
| 19 Feb 2026, 13:30 | 66.93BC$ | — | 66.53BC$ | — |
| 29 Jan 2026, 13:30 | 66.14BC$ | — | 66.18BC$ | — |
| 08 Jan 2026, 13:30 | 66.19BC$ | — | 64.04BC$ | — |
| 11 Dec 2025, 13:30 | 64.08BC$ | — | 66.83BC$ | — |
| 07 Oct 2025, 12:30 | 66.91BC$ | — | 66.28BC$ | — |
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.