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 |
|---|---|---|---|---|
| 13 May 2026, 15:30 | — | — | — | — |
| 14 Apr 2026, 17:00 | — | — | — | — |
| 06 Mar 2026, 18:20 | — | — | — | — |
| 24 Feb 2026, 20:15 | — | — | — | — |
| 24 Feb 2026, 14:00 | — | — | — | — |
| 16 Jan 2026, 15:50 | — | — | — | — |
| 22 Nov 2025, 16:55 | — | — | — | — |
| 21 Nov 2025, 14:00 | — | — | — | — |
| 14 Oct 2025, 19:30 | — | — | — | — |
| 15 Jul 2025, 18:45 | — | — | — | — |
| 24 Jun 2025, 18:05 | — | — | — | — |
| 20 May 2025, 13:30 | — | — | — | — |
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.