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 |
|---|---|---|---|---|
| 02 Oct 2026, 17:00 | — | — | 599 | — |
| 25 Sep 2026, 17:00 | 599 | — | 595 | — |
| 18 Sep 2026, 17:00 | 595 | — | 591 | — |
| 11 Sep 2026, 17:00 | 591 | — | 588 | — |
| 04 Sep 2026, 17:00 | 588 | — | 588 | — |
| 28 Aug 2026, 17:00 | 588 | — | 588 | — |
| 21 Aug 2026, 17:00 | 588 | — | 593 | — |
| 14 Aug 2026, 17:00 | 593 | — | 588 | — |
| 07 Aug 2026, 17:00 | 588 | — | 588 | — |
| 31 Jul 2026, 17:00 | 588 | — | 587 | — |
| 24 Jul 2026, 17:00 | 587 | — | 588 | — |
| 17 Jul 2026, 17:00 | 588 | — | 581 | — |
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.