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 |
|---|---|---|---|---|
| 21 Aug 2026, 11:00 | 57.6 | — | 58.6 | — |
| 23 Jul 2026, 11:00 | 58.3 | — | 50.1 | — |
| 19 Jun 2026, 11:00 | 49.6 | — | 46.3 | — |
| 22 May 2026, 11:00 | 46.3 | — | 58 | — |
| 17 Apr 2026, 11:00 | 58.5 | — | 55.7 | — |
| 24 Mar 2026, 11:00 | 55.8 | — | 65.3 | — |
| 27 Feb 2026, 12:00 | 64.8 | — | 59.3 | — |
| 22 Jan 2026, 12:00 | 59.5 | — | 59.9 | — |
| 18 Dec 2025, 12:00 | 59.9 | — | 55.8 | — |
| 20 Nov 2025, 12:00 | 55.5 | — | 46.7 | — |
| 16 Oct 2025, 11:00 | 46.3 | — | 50.2 | — |
| 18 Sep 2025, 11:00 | 50.2 | — | 48.3 | — |
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.