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 |
|---|---|---|---|---|
| 25 Sep 2026, 13:20 | — | — | — | — |
| 18 Sep 2026, 15:45 | — | — | — | — |
| 29 May 2026, 10:25 | — | — | — | — |
| 14 May 2026, 14:15 | — | — | — | — |
| 14 Nov 2025, 15:05 | — | — | — | — |
| 15 Oct 2025, 18:30 | — | — | — | — |
| 12 Aug 2025, 14:30 | — | — | — | — |
| 25 Jun 2025, 00:15 | — | — | — | — |
| 16 Apr 2025, 23:00 | — | — | — | — |
| 14 Jan 2025, 15:00 | — | — | — | — |
| 09 Jan 2025, 18:30 | — | — | — | — |
| 13 Nov 2024, 18:30 | — | — | — | — |
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.