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, 10:00 | 66.6 | — | 68.9 | — |
| 04 Aug 2026, 10:00 | 68.9 | — | 71.1 | — |
| 07 Jul 2026, 10:00 | 71.1 | — | 69.5 | — |
| 02 Jun 2026, 10:00 | 69.5 | — | 69.9 | — |
| 05 May 2026, 10:00 | 69.9 | — | 65.7 | — |
| 07 Apr 2026, 09:30 | 65.7 | — | 61.5 | — |
| 03 Mar 2026, 11:00 | 61.5 | — | 59.6 | — |
| 03 Feb 2026, 11:00 | 59.6 | — | 54.2 | — |
| 06 Jan 2026, 11:00 | 54.2 | — | 55.7 | — |
| 02 Dec 2025, 11:00 | 55.7 | — | 57.4 | — |
| 04 Nov 2025, 10:40 | 57.4 | — | 57.4 | — |
| 07 Oct 2025, 10:05 | 57.4 | — | 59.3 | — |
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.