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 |
|---|---|---|---|---|
| 11 Sep 2026, 14:00 | 45.8 | 50.5 | 51.5 | -4.7 |
| 14 Aug 2026, 14:00 | 50.6 | 55.2 | 55.4 | -4.6 |
| 17 Jul 2026, 14:00 | 54 | 51.7 | 50.7 | +2.3 |
| 12 Jun 2026, 14:00 | 49.3 | 44.3 | 44.1 | +5 |
| 08 May 2026, 14:00 | 48.5 | 48.1 | 48.1 | +0.4 |
| 10 Apr 2026, 14:00 | 46.1 | — | 51.7 | — |
| 13 Mar 2026, 14:00 | 54.1 | — | 56.6 | — |
| 06 Feb 2026, 15:00 | 56.6 | 56.7 | 57 | -0.1 |
| 09 Jan 2026, 15:00 | 55 | — | 54.6 | — |
| 05 Dec 2025, 15:00 | 55 | 51.2 | 51 | +3.8 |
| 07 Nov 2025, 15:00 | 49 | 50.3 | 50.3 | -1.3 |
| 10 Oct 2025, 14:00 | 51.2 | 51.7 | 51.7 | -0.5 |
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.