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 |
|---|---|---|---|---|
| 30 Sep 2026, 23:50 | — | — | 1082.9 | — |
| 16 Sep 2026, 23:50 | — | — | 111.9 | — |
| 09 Sep 2026, 23:50 | 111.9B¥ | — | -824B¥ | — |
| 02 Sep 2026, 23:50 | -824B¥ | — | -1976.8B¥ | — |
| 26 Aug 2026, 23:50 | -1978.4B¥ | — | 1137.3B¥ | — |
| 19 Aug 2026, 23:50 | 1135.1B¥ | — | 1636.7B¥ | — |
| 13 Aug 2026, 23:50 | 1629.4B¥ | — | 477.9B¥ | — |
| 05 Aug 2026, 23:50 | 477.9B¥ | — | -810.1B¥ | — |
| 29 Jul 2026, 23:50 | -811.4B¥ | — | -723.7B¥ | — |
| 23 Jul 2026, 23:50 | -714.4B¥ | — | 1090B¥ | — |
| 15 Jul 2026, 23:50 | 1090.1B¥ | — | -217.5B¥ | — |
| 08 Jul 2026, 23:50 | -218.1B¥ | — | -277.5B¥ | — |
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.