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 |
|---|---|---|---|---|
| 25 Aug 2026, 05:00 | 116.5 | 116.4 | 116.5 | +0.1 |
| 27 Jul 2026, 05:00 | 116.5 | 116.8 | 116.1 | -0.3 |
| 25 Jun 2026, 05:00 | 116.1 | 115.9 | 115.4 | +0.2 |
| 26 May 2026, 05:00 | 114 | 114.5 | 113.2 | -0.5 |
| 27 Apr 2026, 05:00 | 113.3 | 112.4 | 112 | +0.9 |
| 25 Mar 2026, 07:00 | 112.1 | 112.4 | 110.4 | -0.3 |
| 26 Feb 2026, 05:00 | 111 | 110.2 | 109.9 | +0.8 |
| 26 Jan 2026, 05:00 | 109.9 | 110.5 | 109.8 | -0.6 |
| 24 Dec 2025, 05:00 | 109.8 | 110 | 108.2 | -0.2 |
| 26 Nov 2025, 05:00 | 108.6 | 108 | 107 | +0.6 |
| 24 Oct 2025, 05:00 | 107 | 107.4 | 106.1 | -0.4 |
| 29 Sep 2025, 05:00 | 106.1 | 105.9 | 105 | +0.2 |
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.