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 |
|---|---|---|---|---|
| 30 Jun 2026, 23:50 | 9 | 4 | 7 | +5 |
| 31 Mar 2026, 23:50 | 7 | 7 | 6 | 0 |
| 14 Dec 2025, 23:50 | 6 | 2 | 1 | +4 |
| 30 Sep 2025, 23:50 | 1 | 2 | 1 | -1 |
| 30 Jun 2025, 23:50 | 1 | -1 | 2 | +2 |
| 31 Mar 2025, 23:50 | 2 | -1 | 1 | +3 |
| 12 Dec 2024, 23:50 | 1 | -2 | 0 | +3 |
| 30 Sep 2024, 23:50 | 0 | — | -1 | — |
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.