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, 14:00 | 55.4 | 54.3 | 54.1 | +1.1 |
| 05 Aug 2026, 14:00 | 54.1 | 54.5 | 54 | -0.4 |
| 06 Jul 2026, 14:00 | 54 | 54 | 54.5 | 0 |
| 03 Jun 2026, 14:00 | 54.5 | 53.8 | 53.6 | +0.7 |
| 05 May 2026, 14:00 | 53.6 | 53.7 | 54 | -0.1 |
| 06 Apr 2026, 14:00 | 54 | 55 | 56.1 | -1 |
| 04 Mar 2026, 15:00 | 56.1 | 53.5 | 53.8 | +2.6 |
| 04 Feb 2026, 15:00 | 53.8 | 53.5 | 53.8 | +0.3 |
| 07 Jan 2026, 15:00 | 54.4 | 52.3 | 52.6 | +2.1 |
| 03 Dec 2025, 15:00 | 52.6 | 52.1 | 52.4 | +0.5 |
| 05 Nov 2025, 15:00 | 52.4 | 50.8 | 50 | +1.6 |
| 03 Oct 2025, 14:00 | 50 | 51.7 | 52 | -1.7 |
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.