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 |
|---|---|---|---|---|
| 18 Aug 2026, 12:30 | 0.5 | — | 8.7 | — |
| 16 Jul 2026, 12:30 | 8.7 | — | -10.1 | — |
| 16 Jun 2026, 12:30 | -10.1 | — | -5.8 | — |
| 18 May 2026, 12:30 | -5.8 | — | -14 | — |
| 16 Apr 2026, 12:30 | -14 | — | -22.6 | — |
| 17 Mar 2026, 12:30 | -22.6 | — | -25.7 | — |
| 18 Feb 2026, 13:30 | -25.7 | — | -16.1 | — |
| 16 Jan 2026, 13:30 | -16.1 | — | -20 | — |
| 16 Dec 2025, 13:30 | -20 | — | -21.7 | — |
| 18 Nov 2025, 13:30 | -21.7 | — | -23.6 | — |
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.