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 |
|---|---|---|---|---|
| 26 Jun 2026, 15:30 | — | — | — | — |
| 02 Jun 2026, 05:50 | — | — | — | — |
| 29 May 2026, 06:00 | — | — | — | — |
| 13 May 2026, 17:15 | — | — | — | — |
| 03 Mar 2026, 16:55 | — | — | — | — |
| 19 Feb 2026, 14:00 | — | — | — | — |
| 14 Jan 2026, 17:00 | — | — | — | — |
| 09 Jan 2026, 15:00 | — | — | — | — |
| 04 Jan 2026, 17:30 | — | — | — | — |
| 17 Nov 2025, 18:00 | — | — | — | — |
| 13 Nov 2025, 15:30 | — | — | — | — |
| 16 Oct 2025, 22:00 | — | — | — | — |
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.