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 |
|---|---|---|---|---|
| 14 Aug 2026, 12:30 | 82.3% | — | 82.2% | — |
| 15 Jul 2026, 12:30 | 82.5% | — | 80.4% | — |
| 13 Mar 2026, 12:30 | 78.5% | 78.4% | 78.9% | +0.1 |
| 12 Dec 2025, 13:30 | 78.5% | 79.3% | 77.6% | -0.8 |
| 12 Sep 2025, 12:30 | 79.3% | 78.8% | 79.9% | +0.5 |
| 13 Jun 2025, 12:30 | 80.1% | 79.8% | 79.7% | +0.3 |
| 07 Mar 2025, 13:30 | 79.8% | 79.3% | 79.4% | +0.5 |
| 13 Dec 2024, 13:30 | 79.3% | 78.9% | 79.1% | +0.4 |
| 13 Sep 2024, 12:30 | 79.1% | 78.4% | 78.6% | +0.7 |
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.