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 |
|---|---|---|---|---|
| 01 Sep 2026, 14:00 | 54.6 | 55.2 | 55.6 | -0.6 |
| 03 Aug 2026, 14:00 | 55.6 | 54 | 53.3 | +1.6 |
| 01 Jul 2026, 14:00 | 53.3 | 54 | 54 | -0.7 |
| 01 Jun 2026, 14:00 | 54 | 53 | 52.7 | +1 |
| 01 May 2026, 14:00 | 52.7 | 53 | 52.7 | -0.3 |
| 01 Apr 2026, 14:00 | 52.7 | 52.5 | 52.4 | +0.2 |
| 02 Mar 2026, 15:00 | 52.4 | 51.8 | 52.6 | +0.6 |
| 02 Feb 2026, 15:00 | 52.6 | 48.5 | 47.9 | +4.1 |
| 05 Jan 2026, 15:00 | 47.9 | 48.3 | 48.2 | -0.4 |
| 01 Dec 2025, 15:00 | 48.2 | 48.6 | 48.7 | -0.4 |
| 03 Nov 2025, 15:00 | 48.7 | 49.5 | 49.1 | -0.8 |
| 01 Oct 2025, 14:00 | 49.1 | 49 | 48.7 | +0.1 |
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.