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 |
|---|---|---|---|---|
| 04 Sep 2026, 14:00 | 64.3 | 56.2 | 55.1 | +8.1 |
| 07 Aug 2026, 14:00 | 55.1 | 55.5 | 56.2 | -0.4 |
| 07 Jul 2026, 14:00 | 56.2 | 59.1 | 58.2 | -2.9 |
| 05 Jun 2026, 14:00 | 58.2 | 55 | 57.7 | +3.2 |
| 06 May 2026, 14:00 | 57.7 | 49.9 | 49.7 | +7.8 |
| 07 Apr 2026, 14:00 | 49.7 | 55.9 | 56.6 | -6.2 |
| 06 Mar 2026, 15:00 | 56.6 | 51.1 | 50.9 | +5.5 |
| 06 Feb 2026, 15:00 | 50.9 | 49.7 | 51.9 | +1.2 |
| 07 Jan 2026, 15:00 | 51.9 | 49.5 | 48.4 | +2.4 |
| 04 Dec 2025, 15:00 | 48.4 | 53.6 | 52.4 | -5.2 |
| 06 Nov 2025, 15:00 | 52.4 | 55.2 | 59.8 | -2.8 |
| 07 Oct 2025, 14:00 | 59.8 | 51.2 | 50.1 | +8.6 |
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.