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 |
|---|---|---|---|---|
| 10 Sep 2026, 23:00 | — | — | 18 | — |
| 08 Sep 2026, 23:00 | 21 | — | 18 | — |
| 11 Aug 2026, 23:00 | 18 | — | 13 | — |
| 14 Jul 2026, 23:00 | 13 | — | 13 | — |
| 16 Jun 2026, 23:00 | 13 | — | 8 | — |
| 20 May 2026, 00:00 | 8 | — | 7 | — |
| 15 Apr 2026, 00:00 | 7 | — | 18 | — |
| 18 Mar 2026, 00:00 | 18 | — | 13 | — |
| 18 Feb 2026, 00:00 | 13 | — | 7 | — |
| 14 Jan 2026, 00:00 | 7 | — | 10 | — |
| 09 Dec 2025, 23:00 | 10 | — | 17 | — |
| 12 Nov 2025, 00:00 | 17 | — | 8 | — |
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.