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 |
|---|---|---|---|---|
| 25 Aug 2026, 14:00 | 4 | 7 | 5 | -3 |
| 28 Jul 2026, 14:00 | 5 | 10 | 4 | -5 |
| 23 Jun 2026, 14:00 | 4 | 9 | 13 | -5 |
| 27 May 2026, 14:00 | 13 | 4 | 3 | +9 |
| 28 Apr 2026, 14:00 | 3 | 2 | 0 | +1 |
| 24 Mar 2026, 14:00 | 0 | -5 | -10 | +5 |
| 24 Feb 2026, 15:00 | -10 | -4 | -6 | -6 |
| 27 Jan 2026, 15:00 | -6 | -8 | -7 | +2 |
| 23 Dec 2025, 15:00 | -7 | -7 | -15 | 0 |
| 25 Nov 2025, 15:00 | -15 | -2 | -4 | -13 |
| 28 Oct 2025, 14:00 | -4 | -14 | -17 | +10 |
| 23 Sep 2025, 14:00 | -17 | -5 | -7 | -12 |
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.