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 |
|---|---|---|---|---|
| 15 Sep 2026, 23:50 | — | -2.8% | 9.7% | — |
| 18 Aug 2026, 23:50 | 9.7% | 7.8% | -12.4% | +1.9 |
| 14 Jul 2026, 23:50 | -12.4% | -4.2% | 8.7% | -8.2 |
| 16 Jun 2026, 23:50 | 8.7% | 0.9% | -9.4% | +7.8 |
| 20 May 2026, 23:50 | -9.4% | -8.1% | 13.6% | -1.3 |
| 14 Apr 2026, 23:50 | 13.6% | -1.1% | -5.5% | +14.7 |
| 18 Mar 2026, 23:50 | -5.5% | -9.6% | 16.1% | +4.1 |
| 18 Feb 2026, 23:50 | 19.1% | 4.5% | -11% | +14.6 |
| 18 Jan 2026, 23:50 | -11% | -5.1% | 7% | -5.9 |
| 16 Dec 2025, 23:50 | 7% | -2.3% | 4.2% | +9.3 |
| 18 Nov 2025, 23:50 | 4.2% | 2.5% | -0.9% | +1.7 |
| 15 Oct 2025, 23:50 | -0.9% | 0.4% | -4.6% | -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.