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 |
|---|---|---|---|---|
| 18 Aug 2026, 13:15 | 76.3% | 76.3% | 76.2% | 0 |
| 17 Jul 2026, 13:15 | 76.2% | 76.2% | 76.1% | 0 |
| 15 Jun 2026, 13:15 | 76.1% | 76.2% | 76.1% | -0.1 |
| 15 May 2026, 13:15 | 76.1% | 75.8% | 75.6% | +0.3 |
| 16 Apr 2026, 13:15 | 75.7% | 76.3% | 76.1% | -0.6 |
| 16 Mar 2026, 13:15 | 76.3% | 76.2% | 76.3% | +0.1 |
| 18 Feb 2026, 14:15 | 76.2% | 76.5% | 75.7% | -0.3 |
| 16 Jan 2026, 14:15 | 76.3% | 76% | 76.1% | +0.3 |
| 23 Dec 2025, 14:15 | 76% | 75.9% | 75.9% | +0.1 |
| 03 Dec 2025, 14:15 | 75.9% | 77.3% | 75.9% | -1.4 |
| 24 Nov 2025, 14:15 | 75.6% | — | 76% | — |
| 16 Sep 2025, 13:15 | 77.4% | 77.4% | 77.4% | 0 |
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.