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 | 48.2 | — | 30.1 | — |
| 16 Jul 2026, 12:30 | 30.1 | — | 41.2 | — |
| 18 Jun 2026, 12:30 | 41.2 | — | 30.9 | — |
| 21 May 2026, 12:30 | 30.9 | — | 35.2 | — |
| 16 Apr 2026, 12:30 | 35.2 | — | 25.8 | — |
| 19 Mar 2026, 12:30 | 25.8 | — | 14.4 | — |
| 19 Feb 2026, 13:30 | 14.4 | — | 30.3 | — |
| 15 Jan 2026, 13:30 | 30.3 | — | 29.1 | — |
| 18 Dec 2025, 13:30 | 30.3 | — | 26.7 | — |
| 20 Nov 2025, 13:30 | 26.7 | — | 25.2 | — |
| 16 Oct 2025, 12:30 | 25.2 | — | 12.5 | — |
| 18 Sep 2025, 12:30 | 12.5 | — | 38.4 | — |
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.