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 |
|---|---|---|---|---|
| 04 Sep 2026, 08:30 | 44.3 | 45.5 | 44.7 | -1.2 |
| 06 Aug 2026, 08:30 | — | 40 | — | — |
| 06 Jul 2026, 08:30 | — | 40 | — | — |
| 04 Jun 2026, 08:30 | — | 40.2 | — | — |
| 07 May 2026, 08:30 | — | 45.7 | — | — |
| 08 Apr 2026, 08:30 | — | 43.9 | — | — |
| 05 Mar 2026, 09:30 | — | 47 | — | — |
| 05 Feb 2026, 09:30 | — | 42 | — | — |
| 07 Jan 2026, 09:30 | — | 42.5 | — | — |
| 04 Dec 2025, 09:30 | — | 44.5 | — | — |
| 06 Nov 2025, 09:30 | — | 46.7 | — | — |
| 06 Oct 2025, 08:30 | — | 46.1 | — | — |
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.