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 |
|---|---|---|---|---|
| 20 Aug 2026, 23:01 | -14 | -18 | -17 | +4 |
| 23 Jul 2026, 23:01 | -17 | -21 | -23 | +4 |
| 18 Jun 2026, 23:01 | -23 | -24 | -23 | +1 |
| 21 May 2026, 23:01 | -23 | -28 | -25 | +5 |
| 23 Apr 2026, 13:30 | -25 | -24 | -21 | -1 |
| 27 Mar 2026, 00:01 | -21 | -24 | -19 | +3 |
| 27 Feb 2026, 00:01 | -19 | -15 | -16 | -4 |
| 23 Jan 2026, 00:01 | -16 | -16 | -17 | 0 |
| 19 Dec 2025, 00:01 | -17 | -18 | -19 | +1 |
| 21 Nov 2025, 00:01 | -19 | -18 | -17 | -1 |
| 23 Oct 2025, 23:01 | -17 | -20 | -19 | +3 |
| 18 Sep 2025, 23:01 | -19 | -18 | -17 | -1 |
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.