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, 23:30 | -3.6% | -1.6% | -3.3% | -2 |
| 06 Aug 2026, 23:30 | -3.3% | 1% | -0.4% | -4.3 |
| 06 Jul 2026, 23:30 | -0.4% | -2.5% | -0.5% | +2.1 |
| 04 Jun 2026, 23:30 | -0.5% | -1.5% | -2.9% | +1 |
| 11 May 2026, 23:30 | -2.9% | -1.3% | -1.8% | -1.6 |
| 06 Apr 2026, 23:30 | -1.8% | -0.7% | -1% | -1.1 |
| 09 Mar 2026, 23:30 | -1% | 2.5% | -2.6% | -3.5 |
| 05 Feb 2026, 23:30 | -2.6% | 0% | 2.9% | -2.6 |
| 08 Jan 2026, 23:30 | 2.9% | -0.9% | -3% | +3.8 |
| 04 Dec 2025, 23:30 | -3% | 1% | 1.8% | -4 |
| 06 Nov 2025, 23:30 | 1.8% | 2.5% | 2.3% | -0.7 |
| 06 Oct 2025, 23:30 | 2.3% | 1.2% | 1.4% | +1.1 |
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.