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 |
|---|---|---|---|---|
| 01 Sep 2026, 00:30 | 54.9 | 55.1 | 54.5 | -0.2 |
| 03 Aug 2026, 00:30 | — | 54.7 | — | — |
| 01 Jul 2026, 00:30 | — | 54.9 | — | — |
| 01 Jun 2026, 00:30 | — | 54.5 | — | — |
| 01 May 2026, 00:30 | — | 54.9 | — | — |
| 01 Apr 2026, 00:30 | — | 51.4 | — | — |
| 02 Mar 2026, 00:30 | — | 52.8 | — | — |
| 02 Feb 2026, 00:30 | — | 51.5 | — | — |
| 05 Jan 2026, 00:30 | — | 49.7 | — | — |
| 01 Dec 2025, 00:30 | — | 48.8 | — | — |
| 04 Nov 2025, 00:30 | — | 48.3 | — | — |
| 01 Oct 2025, 00:30 | — | 48.4 | — | — |
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.