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, 14:10 | 45.6 | 46.2 | 45.1 | -0.6 |
| 01 Sep 2026, 14:00 | 45.6 | 46.2 | 45.1 | -0.6 |
| 04 Aug 2026, 14:00 | 45.1 | 47.5 | 45.5 | -2.4 |
| 07 Jul 2026, 14:00 | 45.5 | 45 | 42.5 | +0.5 |
| 02 Jun 2026, 14:00 | 42.5 | 44.5 | 42.6 | -2 |
| 05 May 2026, 14:00 | 42.6 | 42 | 42.8 | +0.6 |
| 07 Apr 2026, 14:10 | 42.8 | 48.1 | 47.5 | -5.3 |
| 03 Mar 2026, 15:10 | 47.5 | 50.1 | 48.8 | -2.6 |
| 03 Feb 2026, 15:10 | 48.8 | 47.9 | 47.2 | +0.9 |
| 13 Jan 2026, 15:00 | 47.2 | 48.2 | 47.9 | -1 |
| 02 Dec 2025, 15:10 | 47.9 | 44.1 | 43.9 | +3.8 |
| 04 Nov 2025, 15:10 | 43.9 | 48.1 | 48.3 | -4.2 |
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.