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 |
|---|---|---|---|---|
| 03 Sep 2026, 12:30 | 76.14BC$ | — | 77.96BC$ | — |
| 04 Aug 2026, 12:30 | 77.49BC$ | — | 77.19BC$ | — |
| 07 Jul 2026, 12:30 | 77.1BC$ | — | 76.4BC$ | — |
| 09 Jun 2026, 12:30 | 75.16BC$ | — | 73.98BC$ | — |
| 05 May 2026, 12:30 | 72.77BC$ | — | 67.06BC$ | — |
| 02 Apr 2026, 12:30 | 66.31BC$ | — | 62.32BC$ | — |
| 12 Mar 2026, 12:30 | 62.48BC$ | — | 65.55BC$ | — |
| 19 Feb 2026, 13:30 | 65.63BC$ | — | 63.95BC$ | — |
| 29 Jan 2026, 13:30 | 63.94BC$ | — | 65.78BC$ | — |
| 08 Jan 2026, 13:30 | 65.61BC$ | — | 64.29BC$ | — |
| 11 Dec 2025, 13:30 | 64.23BC$ | — | 60.4BC$ | — |
| 07 Oct 2025, 12:30 | 60.58BC$ | — | 62.45BC$ | — |
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.