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 | 50.9 | 51.3 | 51.9 | -0.4 |
| 14 Aug 2026, 14:00 | 51.8 | 55 | 54.8 | -3.2 |
| 17 Jul 2026, 14:00 | 54.9 | 48.7 | 47.7 | +6.2 |
| 12 Jun 2026, 14:00 | 48.4 | 46.2 | 45.8 | +2.2 |
| 08 May 2026, 14:00 | 47.8 | 52 | 52.5 | -4.2 |
| 10 Apr 2026, 14:00 | 50.1 | — | 55.8 | — |
| 13 Mar 2026, 14:00 | 57.8 | — | 56.6 | — |
| 06 Feb 2026, 15:00 | 58.3 | 54.9 | 55.4 | +3.4 |
| 09 Jan 2026, 15:00 | 52.4 | — | 50.4 | — |
| 05 Dec 2025, 15:00 | 50.7 | 51.3 | 51.1 | -0.6 |
| 07 Nov 2025, 15:00 | 52.3 | 59.2 | 58.6 | -6.9 |
| 10 Oct 2025, 14:00 | 61 | 60 | 60.4 | +1 |
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.