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 |
|---|---|---|---|---|
| 10 Aug 2026, 06:50 | — | — | — | — |
| 09 Aug 2026, 23:50 | — | — | — | — |
| 23 Jun 2026, 23:50 | — | — | — | — |
| 11 May 2026, 23:50 | — | — | — | — |
| 29 Mar 2026, 23:50 | — | — | — | — |
| 01 Feb 2026, 23:50 | — | — | — | — |
| 28 Dec 2025, 23:50 | — | — | — | — |
| 09 Nov 2025, 23:50 | — | — | — | — |
| 29 Sep 2025, 23:50 | — | — | — | — |
| 07 Aug 2025, 23:50 | — | — | — | — |
| 24 Jun 2025, 23:50 | — | — | — | — |
| 12 May 2025, 23:50 | — | — | — | — |
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.