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 |
|---|---|---|---|---|
| 08 Sep 2026, 05:00 | 46.4 | 46.3 | 45.7 | +0.1 |
| 08 Jul 2026, 05:00 | 44 | 44.6 | 43.6 | -0.6 |
| 08 Jun 2026, 05:00 | 43.6 | — | 40.8 | — |
| 13 May 2026, 05:00 | 40.8 | 41.6 | 42.2 | -0.8 |
| 08 Apr 2026, 05:00 | 42.2 | 48 | 48.9 | -5.8 |
| 09 Mar 2026, 06:00 | 48.9 | 48.2 | 47.6 | +0.7 |
| 09 Feb 2026, 05:00 | 47.6 | 49.1 | 47.7 | -1.5 |
| 13 Jan 2026, 05:00 | 48.6 | 48.8 | 48.7 | -0.2 |
| 08 Dec 2025, 05:00 | 48.7 | 49.5 | 49.1 | -0.8 |
| 11 Nov 2025, 05:00 | 49.1 | 47.6 | 47.1 | +1.5 |
| 08 Oct 2025, 05:00 | 47.1 | 47 | 46.7 | +0.1 |
| 08 Sep 2025, 05:00 | 46.7 | 45.7 | 45.2 | +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.