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 | -16.6 | — | -19.3 | — |
| 04 Aug 2026, 23:00 | -19.6 | — | -13.9 | — |
| 30 Jun 2026, 23:00 | -16.8 | — | -21.3 | — |
| 02 Jun 2026, 23:00 | -22.4 | — | -27.5 | — |
| 05 May 2026, 23:00 | -27.9 | — | -28.6 | — |
| 31 Mar 2026, 22:00 | -27.9 | — | -15.6 | — |
| 03 Mar 2026, 22:00 | -15.6 | — | -19 | — |
| 03 Feb 2026, 22:00 | -19.4 | — | -18.3 | — |
| 02 Dec 2025, 22:00 | -18 | — | -22 | — |
| 04 Nov 2025, 22:00 | -22 | — | -13.2 | — |
| 30 Sep 2025, 23:00 | -13.2 | — | -20.9 | — |
| 02 Sep 2025, 23:00 | -20.9 | — | -23.9 | — |
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.