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 |
|---|---|---|---|---|
| 28 Aug 2026, 09:00 | -15.5 | -15.5 | -15.9 | 0 |
| 30 Jul 2026, 09:00 | -15.9 | -15.9 | -17.6 | 0 |
| 29 Jun 2026, 09:00 | -17.7 | -17.7 | -19 | 0 |
| 28 May 2026, 09:00 | -19 | -19 | -20.6 | 0 |
| 29 Apr 2026, 09:00 | -20.6 | -20.6 | -16.3 | 0 |
| 30 Mar 2026, 09:00 | -16.3 | -16.3 | -12.2 | 0 |
| 26 Feb 2026, 10:00 | -12.2 | -12.2 | -12.4 | 0 |
| 29 Jan 2026, 10:00 | -12.4 | -12.4 | -13.1 | 0 |
| 08 Jan 2026, 10:00 | -13.1 | -14.6 | -12.8 | +1.5 |
| 27 Nov 2025, 10:00 | -14.2 | -14.2 | -14.2 | 0 |
| 30 Oct 2025, 10:00 | -14.2 | -14.2 | -14.9 | 0 |
| 29 Sep 2025, 09:00 | -14.9 | -14.9 | -15.5 | 0 |
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.