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 |
|---|---|---|---|---|
| 20 Aug 2026, 06:00 | 8.1BCHF | — | 3.8BCHF | — |
| 21 Jul 2026, 06:00 | 3.8BCHF | — | 5.5BCHF | — |
| 18 Jun 2026, 06:00 | 5.6BCHF | — | 3.3BCHF | — |
| 02 Jun 2026, 06:00 | 3.2BCHF | — | 2.6BCHF | — |
| 21 Apr 2026, 06:00 | 2.7BCHF | — | 4.3BCHF | — |
| 19 Mar 2026, 07:00 | 4.4BCHF | — | 3.5BCHF | — |
| 19 Feb 2026, 07:00 | 3.6BCHF | — | 2.9BCHF | — |
| 29 Jan 2026, 07:00 | 3BCHF | — | 3.9BCHF | — |
| 18 Dec 2025, 07:00 | 3BCHF | — | 2.5BCHF | — |
| 20 Nov 2025, 07:00 | 2.6BCHF | — | 2.7BCHF | — |
| 21 Oct 2025, 06:00 | 2.8BCHF | — | 3.8BCHF | — |
| 18 Sep 2025, 06:00 | 3.9BCHF | — | 4.2BCHF | — |
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.