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 |
|---|---|---|---|---|
| 05 Oct 2026, 23:30 | — | — | -5.2% | — |
| 09 Sep 2026, 00:30 | — | — | 6% | — |
| 08 Sep 2026, 00:30 | -5.2% | — | 6% | — |
| 18 Aug 2026, 00:30 | 6% | — | 4.1% | — |
| 14 Jul 2026, 00:30 | 4.1% | — | -2.9% | — |
| 09 Jun 2026, 00:30 | -2.9% | — | 3.5% | — |
| 19 May 2026, 00:30 | 3.5% | — | -12.5% | — |
| 14 Apr 2026, 00:30 | -12.5% | — | 1.2% | — |
| 09 Mar 2026, 23:30 | 1.2% | — | -2.6% | — |
| 09 Feb 2026, 23:30 | -2.6% | — | -1.7% | — |
| 12 Jan 2026, 23:30 | -1.7% | — | -9% | — |
| 15 Dec 2025, 23:30 | -9% | — | 12.8% | — |
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.