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 |
|---|---|---|---|---|
| 16 Sep 2026, 11:00 | — | — | 157.5 | — |
| 09 Sep 2026, 11:00 | 157.5 | — | 157.8 | — |
| 02 Sep 2026, 11:00 | 157.8 | — | 154.4 | — |
| 26 Aug 2026, 11:00 | 154.4 | — | 154.8 | — |
| 19 Aug 2026, 11:00 | 154.8 | — | 157.9 | — |
| 12 Aug 2026, 11:00 | 157.9 | — | 154 | — |
| 05 Aug 2026, 11:00 | 154 | — | 159.8 | — |
| 29 Jul 2026, 11:00 | 159.8 | — | 165.8 | — |
| 22 Jul 2026, 11:00 | 165.8 | — | 157.2 | — |
| 15 Jul 2026, 11:00 | 157.2 | — | 169.5 | — |
| 08 Jul 2026, 11:00 | 169.5 | — | 170.6 | — |
| 01 Jul 2026, 11:00 | 170.6 | — | 169.7 | — |
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.