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 |
|---|---|---|---|---|
| 08 Sep 2026, 01:30 | -3.6% | -3.6% | 6.9% | 0 |
| 06 Aug 2026, 01:30 | 7.2% | 7.2% | -1.6% | 0 |
| 08 Jul 2026, 01:30 | -1.1% | -1.1% | -0.2% | 0 |
| 10 Jun 2026, 01:30 | -3.4% | -3.4% | -10.5% | 0 |
| 11 May 2026, 01:30 | -10.5% | -10.5% | 31% | 0 |
| 10 Apr 2026, 01:30 | 29.7% | 29.7% | -7.2% | 0 |
| 10 Mar 2026, 00:30 | -7.2% | -7.2% | -14.9% | 0 |
| 10 Feb 2026, 00:30 | -14.9% | -14.9% | 13.1% | 0 |
| 14 Jan 2026, 00:30 | 15.2% | 15.2% | -6.1% | 0 |
| 09 Dec 2025, 00:30 | -6.4% | -6.4% | 11.1% | 0 |
| 10 Nov 2025, 00:30 | 12% | 12% | -3.6% | 0 |
| 08 Oct 2025, 00:30 | -6% | -6% | -10% | 0 |
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.