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 |
|---|---|---|---|---|
| 04 Sep 2026, 12:30 | 16K | 5K | 14K | +11 |
| 07 Aug 2026, 12:30 | 5K | 4K | 11K | +1 |
| 02 Jul 2026, 12:30 | 3K | 3K | -2K | 0 |
| 05 Jun 2026, 12:30 | 7K | 2K | 0K | +5 |
| 08 May 2026, 12:30 | -2K | 5K | 15K | -7 |
| 03 Apr 2026, 12:30 | 15K | -5K | -6K | +20 |
| 06 Mar 2026, 13:30 | -12K | 3K | 5K | -15 |
| 11 Feb 2026, 13:30 | 5K | -5K | -8K | +10 |
| 09 Jan 2026, 13:30 | -8K | -5K | -2K | -3 |
| 16 Dec 2025, 13:30 | -5K | -5K | -9K | 0 |
| 20 Nov 2025, 13:30 | -6K | -8K | -15K | +2 |
| 05 Sep 2025, 12:30 | -12K | -5K | -2K | -7 |
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.