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 |
|---|---|---|---|---|
| 03 Sep 2026, 01:30 | 1.923BA$ | 1.4BA$ | 2.341BA$ | +0.523 |
| 06 Aug 2026, 01:30 | 1.929BA$ | -1.1BA$ | -2.367BA$ | +3.029 |
| 02 Jul 2026, 01:30 | -3.018BA$ | 2.2BA$ | 1.383BA$ | -5.218 |
| 04 Jun 2026, 01:30 | 1.791BA$ | 1.8BA$ | -1.024BA$ | -0.009 |
| 07 May 2026, 01:30 | -1.841BA$ | 4.25BA$ | 5.026BA$ | -6.091 |
| 02 Apr 2026, 00:30 | 5.686BA$ | 2.6BA$ | 2.258BA$ | +3.086 |
| 05 Mar 2026, 00:30 | 2.631BA$ | 3.9BA$ | 3.373BA$ | -1.269 |
| 05 Feb 2026, 00:30 | 3.373BA$ | 3.3BA$ | 2.597BA$ | +0.073 |
| 08 Jan 2026, 00:30 | 2.936BA$ | 4.9BA$ | 4.353BA$ | -1.964 |
| 04 Dec 2025, 00:30 | 4.385BA$ | 4.2BA$ | 3.707BA$ | +0.185 |
| 06 Nov 2025, 00:30 | 3.938BA$ | 3.85BA$ | 1.111BA$ | +0.088 |
| 02 Oct 2025, 01:30 | 1.825BA$ | 6.2BA$ | 6.612BA$ | -4.375 |
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.