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 |
|---|---|---|---|---|
| 28 Aug 2026, 14:00 | 51.9 | 51.8 | 54.8 | +0.1 |
| 31 Jul 2026, 14:00 | 54.8 | — | 47.7 | — |
| 26 Jun 2026, 14:00 | 47.7 | 48.9 | 45.8 | -1.2 |
| 22 May 2026, 14:00 | 45.8 | 47.9 | 52.5 | -2.1 |
| 24 Apr 2026, 14:00 | 52.5 | 50.1 | 55.8 | +2.4 |
| 27 Mar 2026, 14:00 | 55.8 | — | 56.6 | — |
| 20 Feb 2026, 15:00 | 56.6 | 57.7 | 55.4 | -1.1 |
| 23 Jan 2026, 15:00 | 55.4 | 52.4 | 50.4 | +3 |
| 19 Dec 2025, 15:00 | 50.4 | 50.7 | 51.1 | -0.3 |
| 21 Nov 2025, 15:00 | 51.1 | 52.3 | 58.6 | -1.2 |
| 24 Oct 2025, 14:00 | 58.6 | 61 | 60.4 | -2.4 |
| 26 Sep 2025, 14:00 | 60.4 | — | 61.7 | — |
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.