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 |
|---|---|---|---|---|
| 07 Sep 2026, 08:00 | 3.438T$ | 3.43T$ | 3.419T$ | +0.008 |
| 07 Aug 2026, 08:00 | 3.419T$ | 3.42T$ | 3.416T$ | -0.001 |
| 07 Jul 2026, 08:00 | 3.416T$ | 3.44T$ | 3.442T$ | -0.024 |
| 07 Jun 2026, 02:30 | 3.442T$ | — | 3.411T$ | — |
| 07 May 2026, 08:00 | 3.411T$ | — | 3.342T$ | — |
| 07 Apr 2026, 08:00 | 3.342T$ | 3.4T$ | 3.428T$ | -0.058 |
| 07 Mar 2026, 04:00 | 3.428T$ | — | 3.399T$ | — |
| 07 Feb 2026, 04:00 | 3.399T$ | — | 3.358T$ | — |
| 07 Jan 2026, 08:00 | 3.358T$ | — | 3.346T$ | — |
| 07 Dec 2025, 03:00 | 3.346T$ | 3.36T$ | 3.343T$ | -0.014 |
| 07 Nov 2025, 08:00 | 3.343T$ | 3.32T$ | 3.339T$ | +0.023 |
| 07 Oct 2025, 02:00 | 3.339T$ | — | 3.322T$ | — |
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.