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 |
|---|---|---|---|---|
| 01 Sep 2026, 01:30 | -3.6% | -4.8% | 6.9% | +1.2 |
| 30 Jul 2026, 01:30 | 7.2% | -1% | -1.6% | +8.2 |
| 01 Jul 2026, 01:30 | -1.1% | 1% | -0.2% | -2.1 |
| 02 Jun 2026, 01:30 | -3.4% | -1.5% | -10.5% | -1.9 |
| 04 May 2026, 01:30 | -10.5% | -9.9% | 31% | -0.6 |
| 01 Apr 2026, 00:30 | 29.7% | 6.5% | -7.2% | +23.2 |
| 03 Mar 2026, 00:30 | -7.2% | 5.5% | -14.9% | -12.7 |
| 03 Feb 2026, 00:30 | -14.9% | -5.7% | 13.1% | -9.2 |
| 07 Jan 2026, 00:30 | 15.2% | 2% | -6.1% | +13.2 |
| 02 Dec 2025, 00:30 | -6.4% | -4.5% | 11.1% | -1.9 |
| 03 Nov 2025, 00:30 | 12% | 5.5% | -3.6% | +6.5 |
| 30 Sep 2025, 01:30 | -6% | 3% | -10% | -9 |
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.