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, 09:00 | 98.4 | 97.5 | 97.1 | +0.9 |
| 30 Jul 2026, 09:00 | 96.9 | 96 | 95.4 | +0.9 |
| 29 Jun 2026, 09:00 | 95 | 94.3 | 93.7 | +0.7 |
| 28 May 2026, 09:00 | 93.5 | 92.8 | 93.2 | +0.7 |
| 29 Apr 2026, 09:00 | 93 | 95.2 | 96.2 | -2.2 |
| 30 Mar 2026, 09:00 | 96.6 | 96.8 | 98.2 | -0.2 |
| 26 Feb 2026, 10:00 | 98.3 | 99.8 | 99.3 | -1.5 |
| 29 Jan 2026, 10:00 | 99.4 | 97 | 97.2 | +2.4 |
| 08 Jan 2026, 10:00 | 96.7 | 97 | 97.1 | -0.3 |
| 27 Nov 2025, 10:00 | 97 | 97 | 96.8 | 0 |
| 30 Oct 2025, 10:00 | 96.8 | 95.7 | 95.6 | +1.1 |
| 29 Sep 2025, 09:00 | 95.5 | 95.2 | 95.3 | +0.3 |
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.