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 |
|---|---|---|---|---|
| 03 Sep 2026, 14:00 | 72.6 | — | 70.3 | — |
| 05 Aug 2026, 14:00 | 70.3 | — | 67.7 | — |
| 06 Jul 2026, 14:00 | 67.7 | — | 71.3 | — |
| 03 Jun 2026, 14:00 | 71.3 | — | 70.7 | — |
| 05 May 2026, 14:00 | 70.7 | — | 70.7 | — |
| 06 Apr 2026, 14:00 | 70.7 | — | 63 | — |
| 04 Mar 2026, 15:00 | 63 | — | 66.6 | — |
| 04 Feb 2026, 15:00 | 66.6 | — | 65.1 | — |
| 07 Jan 2026, 15:00 | 64.3 | — | 65.4 | — |
| 03 Dec 2025, 15:00 | 65.4 | — | 70 | — |
| 05 Nov 2025, 15:00 | 70 | 68 | 69.4 | +2 |
| 03 Oct 2025, 14:00 | 69.4 | — | 69.2 | — |
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.