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 |
|---|---|---|---|---|
| 21 Aug 2026, 09:00 | -6.2% | — | -5% | — |
| 19 Aug 2026, 09:00 | — | — | -5% | — |
| 23 Jul 2026, 08:00 | -5% | — | -8.6% | — |
| 22 Jun 2026, 10:00 | -8.6% | — | -10.3% | — |
| 25 May 2026, 01:40 | -10.3% | — | -7.3% | — |
| 24 Apr 2026, 09:00 | -7.3% | — | -5.7% | — |
| 20 Mar 2026, 09:00 | -5.7% | — | -5.7% | — |
| 02 Mar 2026, 02:00 | -5.7% | — | -9.5% | — |
| 23 Jan 2026, 13:00 | -9.5% | — | -7.5% | — |
| 19 Dec 2025, 09:30 | -7.5% | — | -10.3% | — |
| 21 Nov 2025, 10:00 | -10.3% | — | -10.4% | — |
| 26 Oct 2025, 07:15 | -10.4% | — | -12.7% | — |
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.