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, 13:00 | 442.5 | — | 442.4 | — |
| 28 Jul 2026, 13:00 | 442.4 | — | 441.3 | — |
| 30 Jun 2026, 13:00 | 441.4 | — | 441.8 | — |
| 26 May 2026, 13:00 | 441.5 | — | 441.2 | — |
| 28 Apr 2026, 13:00 | 441.4 | — | 441.5 | — |
| 31 Mar 2026, 13:00 | 441 | — | 440.7 | — |
| 24 Feb 2026, 14:00 | 440.4 | — | 439.7 | — |
| 27 Jan 2026, 14:00 | 439.3 | — | 436.8 | — |
| 30 Dec 2025, 14:00 | 436.7 | — | 435.2 | — |
| 25 Nov 2025, 14:00 | 435.4 | — | 435.6 | — |
| 28 Oct 2025, 13:00 | 435.3 | — | 433.6 | — |
| 30 Sep 2025, 13:00 | 433.4 | — | 433.9 | — |
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.