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, 23:01 | -10.6% | — | -1.2% | — |
| 29 Jul 2026, 23:01 | -1.2% | — | 3.2% | — |
| 24 Jun 2026, 23:01 | 3.2% | — | -0.7% | — |
| 27 May 2026, 23:01 | -0.7% | — | -0.8% | — |
| 29 Apr 2026, 23:01 | -0.8% | — | -10.7% | — |
| 27 Mar 2026, 00:01 | -10.7% | — | -8.2% | — |
| 27 Feb 2026, 00:01 | -8.2% | — | 17.7% | — |
| 29 Jan 2026, 00:01 | 17.7% | — | -14.3% | — |
| 19 Dec 2025, 00:01 | -14.3% | — | -23.8% | — |
| 28 Nov 2025, 00:01 | -23.8% | — | -27% | — |
| 23 Oct 2025, 23:01 | -27% | — | -10.2% | — |
| 24 Sep 2025, 23:01 | -10.2% | — | 5.6% | — |
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.