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 |
|---|---|---|---|---|
| 11 Sep 2026, 14:00 | 47.8 | 51 | 51.7 | -3.2 |
| 14 Aug 2026, 14:00 | 51 | 54.5 | 55.2 | -3.5 |
| 17 Jul 2026, 14:00 | 54.4 | 51 | 49.5 | +3.4 |
| 12 Jun 2026, 14:00 | 48.9 | 46 | 44.8 | +2.9 |
| 08 May 2026, 14:00 | 48.2 | 49.5 | 49.8 | -1.3 |
| 10 Apr 2026, 14:00 | 47.6 | 52 | 53.3 | -4.4 |
| 13 Mar 2026, 14:00 | 55.5 | 55 | 56.6 | +0.5 |
| 06 Feb 2026, 15:00 | 57.3 | 55 | 56.4 | +2.3 |
| 09 Jan 2026, 15:00 | 54 | 53.5 | 52.9 | +0.5 |
| 05 Dec 2025, 15:00 | 53.3 | 52 | 51 | +1.3 |
| 07 Nov 2025, 15:00 | 50.3 | 53.2 | 53.6 | -2.9 |
| 10 Oct 2025, 14:00 | 55 | 54.2 | 55.1 | +0.8 |
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.