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 | 47.8 | — | 47.4 | — |
| 05 Aug 2026, 14:00 | 47.4 | — | 51.2 | — |
| 06 Jul 2026, 14:00 | 51.2 | — | 47.9 | — |
| 03 Jun 2026, 14:00 | 47.9 | — | 48 | — |
| 05 May 2026, 14:00 | 48 | — | 45.2 | — |
| 06 Apr 2026, 14:00 | 45.2 | — | 51.8 | — |
| 04 Mar 2026, 15:00 | 51.8 | — | 50.3 | — |
| 04 Feb 2026, 15:00 | 50.3 | 52.3 | 51.7 | -2 |
| 07 Jan 2026, 15:00 | 52 | — | 48.9 | — |
| 03 Dec 2025, 15:00 | 48.9 | — | 48.2 | — |
| 05 Nov 2025, 15:00 | 48.2 | 47.6 | 47.2 | +0.6 |
| 03 Oct 2025, 14:00 | 47.2 | — | 46.5 | — |
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.