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 |
|---|---|---|---|---|
| 07 Sep 2026, 07:00 | 770.07BCHF | — | 768.14BCHF | — |
| 07 Aug 2026, 07:00 | 768.26BCHF | — | 758.854BCHF | — |
| 07 Jul 2026, 07:00 | 758.794BCHF | — | 710.9BCHF | — |
| 05 Jun 2026, 07:00 | 710.818BCHF | — | 715.812BCHF | — |
| 07 May 2026, 07:00 | 715.7BCHF | — | 721BCHF | — |
| 07 Apr 2026, 07:00 | 721.2BCHF | — | 710.1BCHF | — |
| 06 Mar 2026, 08:00 | 710.03BCHF | — | 712.04BCHF | — |
| 06 Feb 2026, 08:00 | 711.98BCHF | — | 725.377BCHF | — |
| 09 Jan 2026, 08:00 | 725.377BCHF | — | 727.399BCHF | — |
| 05 Dec 2025, 08:00 | 727.386BCHF | — | 724.906BCHF | — |
| 07 Nov 2025, 08:00 | 724.841BCHF | — | 726.837BCHF | — |
| 07 Oct 2025, 07:00 | 726.739BCHF | — | 715.156BCHF | — |
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.