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 |
|---|---|---|---|---|
| 25 Aug 2026, 14:00 | -10.5% | — | 7.6% | — |
| 24 Jul 2026, 14:00 | 1.6% | — | -4.3% | — |
| 24 Jun 2026, 14:00 | -7.3% | — | -5.7% | — |
| 28 May 2026, 14:00 | -6.2% | — | 3.4% | — |
| 05 May 2026, 14:00 | 8.9% | — | -19.9% | — |
| 19 Mar 2026, 14:00 | -17.6% | — | -6.8% | — |
| 20 Feb 2026, 15:00 | -1.7% | — | 15.5% | — |
| 13 Jan 2026, 15:00 | -0.1% | — | 3.8% | — |
| 24 Sep 2025, 14:00 | 20.5% | — | -1.8% | — |
| 25 Aug 2025, 14:00 | -0.6% | — | 4.1% | — |
| 24 Jul 2025, 14:00 | 0.6% | — | -11.6% | — |
| 25 Jun 2025, 14:00 | -13.7% | — | 9.6% | — |
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.