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 |
|---|---|---|---|---|
| 04 Sep 2026, 12:30 | -41.7K | 15K | 75.1K | -56.7 |
| 07 Aug 2026, 12:30 | 75.1K | 15K | 18.2K | +60.1 |
| 10 Jul 2026, 12:30 | 18.2K | 10K | 87.8K | +8.2 |
| 05 Jun 2026, 12:30 | 88K | 10K | -17.7K | +78 |
| 08 May 2026, 12:30 | -17.7K | 15K | 14.1K | -32.7 |
| 10 Apr 2026, 12:30 | 14.1K | 15K | -83.9K | -0.9 |
| 13 Mar 2026, 12:30 | -83.9K | 10K | -24.8K | -93.9 |
| 06 Feb 2026, 13:30 | -24.8K | 7K | 10.1K | -31.8 |
| 09 Jan 2026, 13:30 | 8.2K | -5K | 53.6K | +13.2 |
| 05 Dec 2025, 13:30 | 53.6K | -5K | 66.6K | +58.6 |
| 07 Nov 2025, 13:30 | 66.6K | -2.5K | 60.4K | +69.1 |
| 10 Oct 2025, 12:30 | 60.4K | 5K | -65.5K | +55.4 |
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.