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 |
|---|---|---|---|---|
| 18 Aug 2026, 09:00 | 31.4 | 25.4 | 23.4 | +6 |
| 21 Jul 2026, 09:00 | 23.4 | 11.2 | 9.5 | +12.2 |
| 16 Jun 2026, 09:00 | 9.5 | -7.2 | -9.1 | +16.7 |
| 12 May 2026, 09:00 | -9.1 | -20 | -20.4 | +10.9 |
| 21 Apr 2026, 09:00 | -20.4 | -3.6 | -8.5 | -16.8 |
| 17 Mar 2026, 10:00 | -8.5 | 24 | 39.4 | -32.5 |
| 17 Feb 2026, 10:00 | 39.4 | 45.2 | 40.8 | -5.8 |
| 20 Jan 2026, 10:00 | 40.8 | 35.2 | 33.7 | +5.6 |
| 16 Dec 2025, 10:00 | 33.7 | 26.3 | 25 | +7.4 |
| 11 Nov 2025, 10:00 | 25 | 23.5 | 22.7 | +1.5 |
| 14 Oct 2025, 09:00 | 22.7 | 30.2 | 26.1 | -7.5 |
| 16 Sep 2025, 09:00 | 26.1 | 20.3 | 25.1 | +5.8 |
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.