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 |
|---|---|---|---|---|
| 16 Aug 2026, 22:30 | 52.6 | — | 53.8 | — |
| 12 Jul 2026, 22:30 | 53.6 | — | 49.9 | — |
| 14 Jun 2026, 22:30 | 48.4 | — | 49.2 | — |
| 17 May 2026, 22:30 | 49.4 | — | 48.7 | — |
| 12 Apr 2026, 22:30 | 48.8 | — | 50.1 | — |
| 15 Mar 2026, 21:30 | 50.5 | — | 52.3 | — |
| 15 Feb 2026, 21:30 | 52.5 | — | 53.9 | — |
| 19 Jan 2026, 21:30 | 53.7 | — | 48.8 | — |
| 14 Dec 2025, 21:30 | 48.8 | — | 50 | — |
| 16 Nov 2025, 21:30 | 50.2 | — | 49.1 | — |
| 12 Oct 2025, 21:30 | 49 | — | 48.5 | — |
| 14 Sep 2025, 22:30 | 48.4 | — | 50.6 | — |
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.