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 |
|---|---|---|---|---|
| 28 Aug 2026, 13:45 | 47.1 | 58.3 | 57.6 | -11.2 |
| 31 Jul 2026, 13:45 | 57.6 | 56 | 56.7 | +1.6 |
| 30 Jun 2026, 13:45 | 56.7 | 58.1 | 62.7 | -1.4 |
| 29 May 2026, 13:45 | 62.7 | 50.5 | 49.2 | +12.2 |
| 30 Apr 2026, 13:45 | 49.2 | 53 | 52.8 | -3.8 |
| 31 Mar 2026, 13:45 | 52.8 | 55 | 57.7 | -2.2 |
| 27 Feb 2026, 14:45 | 57.7 | 52.8 | 54 | +4.9 |
| 30 Jan 2026, 14:45 | 54 | 44 | 42.7 | +10 |
| 30 Dec 2025, 14:45 | 43.5 | 39.5 | 36.3 | +4 |
| 26 Nov 2025, 14:45 | 36.3 | 44.3 | 43.8 | -8 |
| 31 Oct 2025, 13:45 | 43.8 | 42.3 | 40.6 | +1.5 |
| 30 Sep 2025, 13:45 | 40.6 | 43 | 41.5 | -2.4 |
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.