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 |
|---|---|---|---|---|
| 26 Aug 2026, 08:00 | 12.1 | — | 10 | — |
| 29 Jul 2026, 08:00 | 10 | — | -25 | — |
| 24 Jun 2026, 08:00 | -25 | — | -11.1 | — |
| 27 May 2026, 08:00 | -11.1 | — | -30.3 | — |
| 29 Apr 2026, 08:00 | -30.3 | — | -35 | — |
| 25 Mar 2026, 09:00 | -35 | — | 9.8 | — |
| 25 Feb 2026, 09:00 | 9.8 | — | -4.7 | — |
| 28 Jan 2026, 09:00 | -4.7 | — | 6.2 | — |
| 23 Dec 2025, 09:00 | 6.2 | — | 12.2 | — |
| 26 Nov 2025, 09:00 | 12.2 | — | -7.7 | — |
| 29 Oct 2025, 09:00 | -7.7 | — | -46.4 | — |
| 24 Sep 2025, 08:00 | -46.4 | — | -53.8 | — |
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.