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, 07:30 | 57.1 | 53.5 | 53.2 | +3.6 |
| 03 Aug 2026, 07:30 | 53.2 | 55 | 54.3 | -1.8 |
| 01 Jul 2026, 07:30 | 54.3 | 56.5 | 57.3 | -2.2 |
| 01 Jun 2026, 07:30 | 57.3 | 54 | 54.5 | +3.3 |
| 04 May 2026, 07:30 | 54.5 | 52 | 53.3 | +2.5 |
| 01 Apr 2026, 07:30 | 53.3 | 47 | 47.4 | +6.3 |
| 02 Mar 2026, 08:30 | 47.4 | 50 | 48.8 | -2.6 |
| 02 Feb 2026, 08:30 | 48.8 | 47.9 | 46.4 | +0.9 |
| 05 Jan 2026, 08:30 | 45.8 | 49.9 | 49.7 | -4.1 |
| 04 Dec 2025, 08:30 | 49.7 | 48.5 | 48.2 | +1.2 |
| 03 Nov 2025, 08:30 | 48.2 | 47.5 | 46.3 | +0.7 |
| 01 Oct 2025, 07:30 | 46.3 | 48 | 49 | -1.7 |
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.