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 |
|---|---|---|---|---|
| 17 Aug 2026, 12:30 | 20.6 | 11 | 15.6 | +9.6 |
| 15 Jul 2026, 12:30 | 15.6 | 8.8 | 5.7 | +6.8 |
| 15 Jun 2026, 12:30 | 5.7 | 14 | 19.6 | -8.3 |
| 15 May 2026, 12:30 | 19.6 | 7.5 | 11 | +12.1 |
| 15 Apr 2026, 12:30 | 11 | -0.5 | -0.2 | +11.5 |
| 16 Mar 2026, 12:30 | -0.2 | 3.2 | 7.1 | -3.4 |
| 17 Feb 2026, 13:30 | 7.1 | 7 | 7.7 | +0.1 |
| 15 Jan 2026, 13:30 | 7.7 | 1 | -3.7 | +6.7 |
| 15 Dec 2025, 13:30 | -3.9 | 10 | 18.7 | -13.9 |
| 17 Nov 2025, 13:30 | 18.7 | 6 | 10.7 | +12.7 |
| 15 Oct 2025, 12:30 | 10.7 | -1 | -8.7 | +11.7 |
| 15 Sep 2025, 12:30 | -8.7 | 5 | 11.9 | -13.7 |
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.