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 |
|---|---|---|---|---|
| 25 Aug 2026, 05:00 | 118.5 | — | 117.9 | — |
| 27 Jul 2026, 05:00 | 117.9 | — | 118.1 | — |
| 25 Jun 2026, 05:00 | 118.1 | — | 116.8 | — |
| 26 May 2026, 05:00 | 116.4 | — | 116.2 | — |
| 27 Apr 2026, 05:00 | 116.3 | — | 118.1 | — |
| 25 Mar 2026, 07:00 | 117.9 | — | 114.5 | — |
| 26 Feb 2026, 05:00 | 114.3 | — | 114.9 | — |
| 26 Jan 2026, 05:00 | 114.9 | — | 115.9 | — |
| 24 Dec 2025, 05:00 | 115.9 | — | 114.9 | — |
| 26 Nov 2025, 05:00 | 114.6 | — | 112.8 | — |
| 24 Oct 2025, 05:00 | 112.8 | — | 114.1 | — |
| 29 Sep 2025, 05:00 | 114.1 | — | 115.9 | — |
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.