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 |
|---|---|---|---|---|
| 07 Sep 2026, 05:00 | 120.6 | — | 118.9 | — |
| 04 Sep 2026, 05:00 | — | — | 118.5 | — |
| 07 Aug 2026, 05:00 | 118.2 | — | 117.9 | — |
| 07 Jul 2026, 05:00 | 118.5 | — | 118.1 | — |
| 05 Jun 2026, 05:00 | 117.9 | — | 116.8 | — |
| 12 May 2026, 05:00 | 116.5 | — | 116.2 | — |
| 07 Apr 2026, 05:00 | 116.3 | — | 117.9 | — |
| 09 Mar 2026, 05:00 | 116.8 | — | 114.3 | — |
| 06 Feb 2026, 05:00 | 114.5 | — | 114.9 | — |
| 09 Jan 2026, 05:00 | 115.2 | — | 115.9 | — |
| 05 Dec 2025, 05:00 | 115.4 | — | 114.9 | — |
| 10 Nov 2025, 05:00 | 114.6 | — | 112.8 | — |
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.