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 |
|---|---|---|---|---|
| 30 Jul 2026, 11:00 | 0 | 0 | 0 | 0 |
| 18 Jun 2026, 11:00 | 0 | 0 | 0 | 0 |
| 30 Apr 2026, 11:00 | 0 | 0 | 0 | 0 |
| 19 Mar 2026, 12:00 | 0 | 2 | 4 | -2 |
| 05 Feb 2026, 12:00 | 4 | 2 | 5 | +2 |
| 18 Dec 2025, 12:00 | 5 | 5 | 4 | 0 |
| 06 Nov 2025, 12:00 | 4 | 3 | 2 | +1 |
| 18 Sep 2025, 11:00 | 2 | 2 | 5 | 0 |
| 07 Aug 2025, 11:00 | 5 | 7 | 3 | -2 |
| 19 Jun 2025, 11:00 | 3 | 2 | 7 | +1 |
| 08 May 2025, 11:02 | 7 | 9 | 1 | -2 |
| 20 Mar 2025, 12:00 | 1 | 2 | 9 | -1 |
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.