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, 22:00 | 98 | — | 99.3 | — |
| 02 Sep 2026, 04:20 | 98 | — | 99.3 | — |
| 30 Jul 2026, 22:00 | 99.3 | — | 91.3 | — |
| 02 Jul 2026, 22:00 | 91.3 | — | 86.5 | — |
| 28 May 2026, 22:00 | 86.5 | — | 80.3 | — |
| 30 Apr 2026, 22:00 | 80.3 | — | 91.3 | — |
| 26 Mar 2026, 21:00 | 91.3 | — | 100.1 | — |
| 26 Feb 2026, 21:00 | 100.1 | — | 107.2 | — |
| 30 Jan 2026, 03:30 | 107.2 | — | 101.5 | — |
| 18 Dec 2025, 21:00 | 101.5 | — | 98.4 | — |
| 27 Nov 2025, 21:00 | 98.4 | — | 92.4 | — |
| 30 Oct 2025, 21:00 | 92.4 | — | 94.6 | — |
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.