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 |
|---|---|---|---|---|
| 16 Jun 2026, 07:00 | — | — | — | — |
| 14 May 2026, 12:10 | — | — | — | — |
| 26 Mar 2026, 09:05 | — | — | — | — |
| 24 Mar 2026, 08:40 | — | — | — | — |
| 18 Mar 2026, 08:40 | — | — | — | — |
| 05 Mar 2026, 18:15 | — | — | — | — |
| 25 Feb 2026, 09:10 | — | — | — | — |
| 24 Feb 2026, 10:30 | — | — | — | — |
| 12 Feb 2026, 16:00 | — | — | — | — |
| 30 Jan 2026, 08:00 | — | — | — | — |
| 16 Dec 2025, 13:30 | — | — | — | — |
| 10 Dec 2025, 07:45 | — | — | — | — |
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.