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, 14:00 | -15.5 | -16.3 | -15.9 | +0.8 |
| 23 Jul 2026, 14:00 | -15.9 | -16.8 | -17.6 | +0.9 |
| 22 Jun 2026, 14:00 | -17.7 | -17.5 | -19 | -0.2 |
| 21 May 2026, 14:00 | -19 | -20.8 | -20.6 | +1.8 |
| 22 Apr 2026, 14:00 | -20.6 | — | -16.4 | — |
| 23 Mar 2026, 15:00 | -16.3 | -14.4 | -12.3 | -1.9 |
| 19 Feb 2026, 15:10 | -12.2 | -11.8 | -12.4 | -0.4 |
| 22 Jan 2026, 15:00 | -12.4 | — | -13.2 | — |
| 19 Dec 2025, 15:00 | -14.6 | -14 | -14.2 | -0.6 |
| 20 Nov 2025, 15:00 | -14.2 | -14 | -14.2 | -0.2 |
| 23 Oct 2025, 14:00 | -14.2 | -15 | -14.9 | +0.8 |
| 22 Sep 2025, 14:00 | -14.9 | -15.3 | -15.5 | +0.4 |
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.