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 |
|---|---|---|---|---|
| 31 Aug 2026, 01:30 | 49 | 49.5 | 49 | -0.5 |
| 31 Jul 2026, 01:30 | 49 | 50 | 50.2 | -1 |
| 30 Jun 2026, 01:30 | 50.2 | 49.9 | 50.1 | +0.3 |
| 31 May 2026, 01:30 | 50.1 | 49.5 | 49.4 | +0.6 |
| 30 Apr 2026, 01:30 | 49.4 | 49.9 | 50.1 | -0.5 |
| 31 Mar 2026, 01:30 | 50.1 | 49.9 | 49.5 | +0.2 |
| 04 Mar 2026, 01:30 | 49.5 | 49.8 | 49.4 | -0.3 |
| 31 Jan 2026, 01:30 | 49.4 | 50.3 | 50.2 | -0.9 |
| 31 Dec 2025, 01:30 | 50.2 | 49.8 | 49.5 | +0.4 |
| 30 Nov 2025, 01:30 | 49.5 | 50 | 50.1 | -0.5 |
| 31 Oct 2025, 01:30 | 50.1 | 50 | 50 | +0.1 |
| 30 Sep 2025, 01:30 | 50 | 50.3 | 50.3 | -0.3 |
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.