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 |
|---|---|---|---|---|
| 28 Aug 2026, 07:00 | 106.7 | 103.3 | 104.2 | +3.4 |
| 30 Jul 2026, 07:00 | 103.5 | 101 | 102.1 | +2.5 |
| 30 Jun 2026, 07:00 | 101.2 | 98.2 | 98.6 | +3 |
| 29 May 2026, 07:00 | 98 | 98 | 97.8 | 0 |
| 30 Apr 2026, 07:00 | 97.9 | 95.9 | 95.6 | +2 |
| 30 Mar 2026, 07:00 | 96.1 | 102 | 103.8 | -5.9 |
| 27 Feb 2026, 08:00 | 104.2 | 103 | 103.3 | +1.2 |
| 30 Jan 2026, 08:00 | 102.5 | 103 | 103.6 | -0.5 |
| 30 Dec 2025, 08:00 | 103.4 | 101.4 | 101.7 | +2 |
| 28 Nov 2025, 08:00 | 101.7 | 101.5 | 101.5 | +0.2 |
| 30 Oct 2025, 08:00 | 101.3 | 98.3 | 98 | +3 |
| 30 Sep 2025, 07:00 | 98 | 97.3 | 96.2 | +0.7 |
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.