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 |
|---|---|---|---|---|
| 29 Sep 2026, 13:20 | — | 3.892 | — | — |
| 17 Sep 2026, 13:20 | — | 3.891 | — | — |
| 31 Aug 2026, 13:20 | — | 4.243 | — | — |
| 11 Aug 2026, 13:20 | — | 5.179 | — | — |
| 04 Aug 2026, 13:20 | — | 5.179 | — | — |
| 30 Jul 2026, 13:20 | — | 5.179 | — | — |
| 20 Jul 2026, 13:20 | — | 5.18 | — | — |
| 09 Jul 2026, 13:20 | — | 6.637 | — | — |
| 01 Jul 2026, 13:20 | — | 6.637 | — | — |
| 16 Jun 2026, 13:20 | — | 6.638 | — | — |
| 04 Jun 2026, 13:20 | — | 6.576 | — | — |
| 27 May 2026, 13:20 | — | 6.576 | — | — |
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.