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 |
|---|---|---|---|---|
| 03 Sep 2026, 00:30 | 53.5 | 53.4 | 52.7 | +0.1 |
| 05 Aug 2026, 00:30 | — | 53.1 | — | — |
| 03 Jul 2026, 00:30 | — | 52.5 | — | — |
| 03 Jun 2026, 00:30 | — | 51.1 | — | — |
| 08 May 2026, 00:30 | — | — | — | — |
| 03 Apr 2026, 00:30 | — | 52.5 | — | — |
| 04 Mar 2026, 00:30 | — | — | — | — |
| 04 Feb 2026, 00:30 | — | — | — | — |
| 07 Jan 2026, 00:30 | — | — | — | — |
| 03 Dec 2025, 00:30 | — | — | — | — |
| 06 Nov 2025, 00:30 | — | — | — | — |
| 03 Oct 2025, 00:30 | — | 51.1 | — | — |
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.