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 |
|---|---|---|---|---|
| 09 Sep 2026, 00:30 | — | — | 88.9 | — |
| 08 Sep 2026, 00:30 | 84.4 | — | 88.9 | — |
| 18 Aug 2026, 00:30 | 88.9 | — | 83.9 | — |
| 14 Jul 2026, 00:30 | 83.9 | — | 80.6 | — |
| 09 Jun 2026, 00:30 | 80.6 | — | 83 | — |
| 19 May 2026, 00:30 | 83 | — | 80.1 | — |
| 14 Apr 2026, 00:30 | 80.1 | — | 91.6 | — |
| 09 Mar 2026, 23:30 | 91.6 | — | 90.5 | — |
| 09 Feb 2026, 23:30 | 90.5 | — | 92.9 | — |
| 12 Jan 2026, 23:30 | 92.9 | — | 94.5 | — |
| 15 Dec 2025, 23:30 | 94.5 | — | 103.8 | — |
| 10 Nov 2025, 23:30 | 103.8 | — | 92.1 | — |
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.