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 |
|---|---|---|---|---|
| 02 Jul 2026, 15:45 | — | — | — | — |
| 16 Oct 2025, 13:00 | — | — | — | — |
| 13 Oct 2025, 19:10 | — | — | — | — |
| 11 Feb 2025, 08:45 | — | — | — | — |
| 21 Nov 2024, 14:00 | — | — | — | — |
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.