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 |
|---|---|---|---|---|
| 25 Aug 2026, 14:00 | 89.4 | 90.2 | 90.2 | -0.8 |
| 28 Jul 2026, 14:00 | 90.8 | 92.3 | 92.2 | -1.5 |
| 30 Jun 2026, 14:00 | 91.2 | 94.7 | 90.6 | -3.5 |
| 26 May 2026, 14:00 | 93.1 | 92 | 93.8 | +1.1 |
| 28 Apr 2026, 14:00 | 92.8 | 89 | 92.2 | +3.8 |
| 31 Mar 2026, 14:00 | 91.8 | 88 | 91 | +3.8 |
| 24 Feb 2026, 15:00 | 91.2 | 87 | 89 | +4.2 |
| 27 Jan 2026, 15:00 | 84.5 | 90.9 | 94.2 | -6.4 |
| 23 Dec 2025, 15:00 | 89.1 | 91 | 92.9 | -1.9 |
| 25 Nov 2025, 15:00 | 88.7 | 93.4 | 95.5 | -4.7 |
| 28 Oct 2025, 14:00 | 94.6 | 93.2 | 95.6 | +1.4 |
| 30 Sep 2025, 14:00 | 94.2 | 96 | 97.8 | -1.8 |
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.