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 |
|---|---|---|---|---|
| 21 Aug 2026, 13:45 | 53.2 | 53.9 | 53.9 | -0.7 |
| 24 Jul 2026, 13:45 | — | 54.3 | — | — |
| 23 Jun 2026, 13:45 | — | 54.8 | — | — |
| 21 May 2026, 13:45 | — | 53.8 | — | — |
| 23 Apr 2026, 13:45 | — | 52.5 | — | — |
| 24 Mar 2026, 13:45 | — | 51.3 | — | — |
| 20 Feb 2026, 14:45 | — | 52.6 | — | — |
| 23 Jan 2026, 14:45 | — | 52 | — | — |
| 16 Dec 2025, 14:45 | — | 52 | — | — |
| 21 Nov 2025, 14:45 | — | 52 | — | — |
| 24 Oct 2025, 13:45 | — | 52 | — | — |
| 23 Sep 2025, 13:45 | — | 52 | — | — |
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.