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 |
|---|---|---|---|---|
| 17 Sep 2026, 20:30 | — | — | 6.74T | — |
| 10 Sep 2026, 20:30 | 6.74T | — | 6.74T | — |
| 03 Sep 2026, 20:30 | 6.74T | — | 6.73T | — |
| 27 Aug 2026, 20:30 | 6.73T | — | 6.75T | — |
| 20 Aug 2026, 20:30 | 6.75T | — | 6.76T | — |
| 13 Aug 2026, 20:30 | 6.76T | — | 6.75T | — |
| 06 Aug 2026, 20:30 | 6.75T | — | 6.74T | — |
| 30 Jul 2026, 20:30 | 6.74T | — | 6.75T | — |
| 23 Jul 2026, 20:30 | 6.75T | — | 6.74T | — |
| 16 Jul 2026, 20:30 | 6.74T | — | 6.74T | — |
| 09 Jul 2026, 21:00 | 6.736T$ | — | 6.725T$ | — |
| 09 Jul 2026, 20:30 | 6.74T | — | 6.72T | — |
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.