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 | — | — | -1522.8 | — |
| 16 Sep 2026, 23:50 | — | — | 690 | — |
| 09 Sep 2026, 23:50 | 690B¥ | — | 35.9B¥ | — |
| 02 Sep 2026, 23:50 | 35.8B¥ | — | -763.4B¥ | — |
| 26 Aug 2026, 23:50 | -764.1B¥ | — | 622.4B¥ | — |
| 19 Aug 2026, 23:50 | 621.2B¥ | — | -368.6B¥ | — |
| 13 Aug 2026, 23:50 | -368.5B¥ | — | -392.5B¥ | — |
| 05 Aug 2026, 23:50 | -392.5B¥ | — | 912.4B¥ | — |
| 29 Jul 2026, 23:50 | 912.1B¥ | — | -81.9B¥ | — |
| 23 Jul 2026, 23:50 | -79.6B¥ | — | 742.6B¥ | — |
| 15 Jul 2026, 23:50 | 745.6B¥ | — | -21.3B¥ | — |
| 08 Jul 2026, 23:50 | -22.2B¥ | — | -1817.5B¥ | — |
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.