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 |
|---|---|---|---|---|
| 09 Sep 2026, 23:01 | -28% | -31% | -29% | +3 |
| 13 Aug 2026, 06:01 | — | -30% | -33% | — |
| 12 Aug 2026, 23:01 | -30% | -31% | -32% | +1 |
| 08 Jul 2026, 23:01 | -33% | -30% | -34% | -3 |
| 10 Jun 2026, 23:01 | -35% | -31% | -35% | -4 |
| 13 May 2026, 23:01 | -34% | -25% | -25% | -9 |
| 08 Apr 2026, 23:01 | -23% | -18% | -14% | -5 |
| 12 Mar 2026, 00:01 | -12% | -9% | -10% | -3 |
| 12 Feb 2026, 00:01 | -10% | -11% | -13% | +1 |
| 15 Jan 2026, 00:01 | -14% | -16% | -14% | +2 |
| 11 Dec 2025, 00:01 | -16% | -21% | -19% | +5 |
| 13 Nov 2025, 00:01 | -19% | -14% | -17% | -5 |
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.