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 |
|---|---|---|---|---|
| 11 Sep 2026, 07:00 | -33 | -32 | -35 | -1 |
| 07 Aug 2026, 07:00 | -35 | -34 | -36 | -1 |
| 10 Jul 2026, 07:20 | -36 | -35 | -38 | -1 |
| 15 Jun 2026, 07:00 | -38 | -38 | -40 | 0 |
| 08 May 2026, 07:00 | -40 | -46 | -43 | +6 |
| 10 Apr 2026, 07:00 | -43 | -32 | -30 | -11 |
| 09 Mar 2026, 08:00 | -30 | -29 | -30 | -1 |
| 09 Feb 2026, 08:00 | -30 | -30 | -31 | 0 |
| 12 Jan 2026, 08:00 | -31 | -33 | -34 | +2 |
| 08 Dec 2025, 08:00 | -34 | -34 | -37 | 0 |
| 07 Nov 2025, 08:00 | -37 | — | -37 | — |
| 10 Oct 2025, 07:00 | -37 | -38 | -40 | +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.