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 | 7.271M | 7.3M | 7.182M | -0.029 |
| 04 Aug 2026, 14:00 | 7.359M | 7.4M | 7.537M | -0.041 |
| 30 Jun 2026, 14:00 | 7.594M | 7.3M | 7.585M | +0.294 |
| 02 Jun 2026, 14:00 | 7.618M | 6.88M | 6.887M | +0.738 |
| 05 May 2026, 14:00 | 6.866M | 6.84M | 6.922M | +0.026 |
| 31 Mar 2026, 14:00 | 6.882M | 6.92M | 7.24M | -0.038 |
| 13 Mar 2026, 14:00 | 6.946M | 6.7M | 6.55M | +0.246 |
| 05 Feb 2026, 15:00 | 6.542M | 7.2M | 6.928M | -0.658 |
| 07 Jan 2026, 15:00 | 7.146M | 7.6M | 7.449M | -0.454 |
| 09 Dec 2025, 15:00 | 7.67M | 7.2M | 7.658M | +0.47 |
| 30 Sep 2025, 14:00 | 7.227M | 7.2M | 7.208M | +0.027 |
| 03 Sep 2025, 14:00 | 7.181M | 7.4M | 7.357M | -0.219 |
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.