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 |
|---|---|---|---|---|
| 13 Jul 2026, 22:00 | 90.8% | — | 91.2% | — |
| 20 Apr 2026, 22:00 | 91.2% | — | 89.8% | — |
| 12 Jan 2026, 21:00 | 89.8% | — | 89.1% | — |
| 06 Oct 2025, 21:00 | 89.1% | — | 89.4% | — |
| 30 Jun 2025, 22:00 | 89.4% | — | 90.5% | — |
| 07 Apr 2025, 22:00 | 90.5% | — | 91.3% | — |
| 13 Jan 2025, 21:00 | 91.3% | — | 89.1% | — |
| 30 Sep 2024, 21:00 | 89.1% | — | 88.7% | — |
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.