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, 01:45 | 51.5 | 51 | 50.9 | +0.5 |
| 03 Aug 2026, 01:45 | — | 51.5 | — | — |
| 01 Jul 2026, 01:45 | — | 51.6 | — | — |
| 01 Jun 2026, 01:45 | — | 51.4 | — | — |
| 30 Apr 2026, 01:45 | — | 51 | — | — |
| 01 Apr 2026, 01:45 | — | 51.6 | — | — |
| 04 Mar 2026, 01:45 | — | 50.2 | — | — |
| 02 Feb 2026, 01:45 | — | 50.3 | — | — |
| 31 Dec 2025, 01:45 | — | 49.8 | — | — |
| 01 Dec 2025, 01:45 | — | 50.5 | — | — |
| 03 Nov 2025, 01:45 | — | 50.9 | — | — |
| 30 Sep 2025, 01:45 | — | 50.3 | — | — |
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.