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 |
|---|---|---|---|---|
| 20 Aug 2026, 12:30 | 47.4 | 25 | 41.4 | +22.4 |
| 16 Jul 2026, 12:30 | 41.4 | 13 | 10.3 | +28.4 |
| 18 Jun 2026, 12:30 | 10.3 | 10 | -0.4 | +0.3 |
| 21 May 2026, 12:30 | -0.4 | 18 | 26.7 | -18.4 |
| 16 Apr 2026, 12:30 | 26.7 | 10 | 18.1 | +16.7 |
| 19 Mar 2026, 12:30 | 18.1 | 10 | 16.3 | +8.1 |
| 19 Feb 2026, 13:30 | 16.3 | 8.5 | 12.6 | +7.8 |
| 15 Jan 2026, 13:30 | 12.6 | -2 | -8.8 | +14.6 |
| 18 Dec 2025, 13:30 | -10.2 | 3 | -1.7 | -13.2 |
| 20 Nov 2025, 13:30 | -1.7 | -3.1 | -12.8 | +1.4 |
| 16 Oct 2025, 12:30 | -12.8 | 10 | 23.2 | -22.8 |
| 18 Sep 2025, 12:30 | 23.2 | 2.3 | -0.3 | +20.9 |
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.