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 |
|---|---|---|---|---|
| 28 Aug 2026, 09:00 | -5.3 | -5.2 | -6.1 | -0.1 |
| 30 Jul 2026, 09:00 | -6.1 | -7 | -7.5 | +0.9 |
| 29 Jun 2026, 09:00 | -7.7 | -7.2 | -7.9 | -0.5 |
| 28 May 2026, 09:00 | -8 | -8 | -7.7 | 0 |
| 29 Apr 2026, 09:00 | -7.7 | -7.2 | -7 | -0.5 |
| 30 Mar 2026, 09:00 | -7 | -8 | -7.2 | +1 |
| 26 Feb 2026, 10:00 | -7.1 | -6.1 | -6.8 | -1 |
| 29 Jan 2026, 10:00 | -6.8 | -8.1 | -8.5 | +1.3 |
| 08 Jan 2026, 10:00 | -9 | -9.1 | -9.3 | +0.1 |
| 27 Nov 2025, 10:00 | -9.3 | -8 | -8.5 | -1.3 |
| 30 Oct 2025, 10:00 | -8.2 | -10 | -10.1 | +1.8 |
| 29 Sep 2025, 09:00 | -10.3 | -10.9 | -10.2 | +0.6 |
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.