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 |
|---|---|---|---|---|
| 08 Sep 2026, 05:00 | 48.3 | — | 45.8 | — |
| 08 Jul 2026, 05:00 | 45.7 | — | 40.7 | — |
| 08 Jun 2026, 05:00 | 40.7 | — | 39.4 | — |
| 13 May 2026, 05:00 | 39.4 | — | 38.7 | — |
| 08 Apr 2026, 05:00 | 38.7 | — | 50 | — |
| 09 Mar 2026, 06:00 | 50 | — | 50.1 | — |
| 09 Feb 2026, 05:00 | 50.1 | — | 49.5 | — |
| 13 Jan 2026, 05:00 | 50.5 | — | 50.3 | — |
| 08 Dec 2025, 05:00 | 50.3 | — | 53.1 | — |
| 11 Nov 2025, 05:00 | 53.1 | — | 48.5 | — |
| 08 Oct 2025, 05:00 | 48.5 | — | 47.5 | — |
| 08 Sep 2025, 05:00 | 47.5 | — | 47.3 | — |
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.