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 |
|---|---|---|---|---|
| 15 Sep 2026, 21:00 | — | — | 80.4 | — |
| 16 Jun 2026, 21:30 | 80.4 | — | 94.7 | — |
| 17 Mar 2026, 20:00 | 94.7 | — | 96.5 | — |
| 16 Dec 2025, 21:00 | 96.5 | — | 90.9 | — |
| 16 Sep 2025, 21:00 | 90.9 | — | 91.2 | — |
| 17 Jun 2025, 21:00 | 91.2 | — | 89.2 | — |
| 18 Mar 2025, 23:30 | 89.2 | — | 97.5 | — |
| 17 Dec 2024, 22:00 | 97.5 | — | 90.8 | — |
| 17 Sep 2024, 21:00 | 90.8 | — | 82.2 | — |
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.