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 |
|---|---|---|---|---|
| 31 Aug 2026, 01:00 | 53.7 | — | 56.1 | — |
| 30 Jul 2026, 01:00 | 56.1 | — | 36.6 | — |
| 30 Jun 2026, 01:00 | 36.6 | — | 10 | — |
| 29 May 2026, 01:00 | 10 | — | -10.6 | — |
| 30 Apr 2026, 01:00 | -10.6 | — | 32.5 | — |
| 31 Mar 2026, 00:00 | 32.5 | — | 59.2 | — |
| 26 Feb 2026, 00:00 | 59.2 | — | 64.1 | — |
| 29 Jan 2026, 00:00 | 64.1 | — | 73.6 | — |
| 19 Dec 2025, 00:00 | 73.6 | — | 67.1 | — |
| 27 Nov 2025, 00:00 | 67.1 | — | 58.1 | — |
| 30 Oct 2025, 00:00 | 58.1 | — | 49.6 | — |
| 30 Sep 2025, 00:00 | 49.6 | — | 49.7 | — |
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.