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, 09:00 | 16.4 | — | 17.8 | — |
| 30 Jul 2026, 09:00 | 17.7 | — | 22.1 | — |
| 29 Jun 2026, 09:00 | 22.3 | — | 26.7 | — |
| 28 May 2026, 09:00 | 27.4 | — | 30.2 | — |
| 29 Apr 2026, 09:00 | 31.1 | — | 20.9 | — |
| 30 Mar 2026, 09:00 | 19.7 | — | 12.3 | — |
| 26 Feb 2026, 10:00 | 11.5 | — | 10.3 | — |
| 29 Jan 2026, 10:00 | 10 | — | 10.8 | — |
| 08 Jan 2026, 10:00 | 10.9 | — | 9.9 | — |
| 27 Nov 2025, 10:00 | 9.9 | — | 7.8 | — |
| 30 Oct 2025, 10:00 | 7.5 | — | 7.1 | — |
| 29 Sep 2025, 09:00 | 6.9 | — | 6.8 | — |
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.