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 |
|---|---|---|---|---|
| 09 Sep 2026, 06:00 | 64.7% | — | 50.4% | — |
| 12 Aug 2026, 06:00 | 50.4% | — | 52.8% | — |
| 09 Jul 2026, 06:00 | 52.8% | 37.4% | 37.4% | +15.4 |
| 09 Jun 2026, 06:00 | 37.4% | — | 45.1% | — |
| 15 May 2026, 06:00 | 45.1% | 28.1% | 28.1% | +17 |
| 09 Apr 2026, 06:00 | 28.1% | — | 24.2% | — |
| 10 Mar 2026, 06:00 | 24.2% | 25.3% | 25.3% | -1.1 |
| 11 Feb 2026, 08:00 | 25.3% | — | 10.9% | — |
| 14 Jan 2026, 06:00 | 10.6% | 14.2% | 14.2% | -3.6 |
| 09 Dec 2025, 06:00 | 14.2% | — | 16.8% | — |
| 12 Nov 2025, 06:00 | 16.8% | 9.9% | 11% | +6.9 |
| 09 Oct 2025, 06:00 | 9.9% | — | 8.1% | — |
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.