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 | 51.7 | 51 | 55.2 | +0.7 |
| 31 Jul 2026, 14:00 | 55.2 | 54 | 49.5 | +1.2 |
| 26 Jun 2026, 14:00 | 49.5 | 50 | 44.8 | -0.5 |
| 22 May 2026, 14:00 | 44.8 | 48.2 | 49.8 | -3.4 |
| 24 Apr 2026, 14:00 | 49.8 | 47.6 | 53.3 | +2.2 |
| 27 Mar 2026, 14:00 | 53.3 | 54 | 56.6 | -0.7 |
| 20 Feb 2026, 15:00 | 56.6 | 57.3 | 56.4 | -0.7 |
| 23 Jan 2026, 15:00 | 56.4 | 54 | 52.9 | +2.4 |
| 19 Dec 2025, 15:00 | 52.9 | 53.4 | 51 | -0.5 |
| 21 Nov 2025, 15:00 | 51 | 50.5 | 53.6 | +0.5 |
| 24 Oct 2025, 14:00 | 53.6 | 55 | 55.1 | -1.4 |
| 26 Sep 2025, 14:00 | 55.1 | 55.4 | 58.2 | -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.