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, 05:00 | 35.5 | 35 | 34.9 | +0.5 |
| 31 Aug 2026, 05:00 | — | 35 | 34.9 | — |
| 28 Aug 2026, 05:00 | — | — | 34.9 | — |
| 30 Jul 2026, 05:00 | 34.9 | 34.2 | 33.8 | +0.7 |
| 01 Jul 2026, 05:00 | 33.8 | 34 | 33.6 | -0.2 |
| 29 May 2026, 05:00 | 33.6 | 32 | 32.2 | +1.6 |
| 30 Apr 2026, 05:00 | 32.2 | 33.1 | 33.3 | -0.9 |
| 09 Apr 2026, 05:00 | 33.3 | 38 | 39.7 | -4.7 |
| 04 Mar 2026, 05:00 | 40 | 38.2 | 37.9 | +1.8 |
| 29 Jan 2026, 05:00 | 37.9 | 38 | 37.2 | -0.1 |
| 08 Jan 2026, 05:00 | 37.2 | 37.8 | 37.5 | -0.6 |
| 02 Dec 2025, 05:00 | 37.5 | 35.9 | 35.8 | +1.6 |
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.