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 |
|---|---|---|---|---|
| 17 Aug 2026, 20:00 | 6.8B$ | — | 56.6B$ | — |
| 14 Jul 2026, 20:00 | 56.6B$ | — | 50.5B$ | — |
| 18 Jun 2026, 20:00 | 50.5B$ | — | 13.5B$ | — |
| 18 May 2026, 20:00 | 13.5B$ | — | 2.6B$ | — |
| 15 Apr 2026, 20:00 | 2B$ | — | 36.8B$ | — |
| 18 Mar 2026, 20:00 | 49.9B$ | — | -27B$ | — |
| 18 Feb 2026, 21:00 | -41.6B$ | — | 78.2B$ | — |
| 15 Jan 2026, 21:00 | 85.6B$ | — | -60.1B$ | — |
| 18 Dec 2025, 21:00 | -61.2B$ | — | 25.1B$ | — |
| 18 Nov 2025, 21:00 | 23.7B$ | — | 37.9B$ | — |
| 18 Sep 2025, 20:00 | 58.2B$ | — | -5.1B$ | — |
| 15 Aug 2025, 20:00 | -5B$ | — | 147.4B$ | — |
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.