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, 12:30 | 190.2K | — | 190.6K | — |
| 15 Jul 2026, 12:30 | 190.6K | — | 183.9K | — |
| 12 Jun 2026, 12:30 | 183.9K | — | 176.5K | — |
| 14 May 2026, 12:30 | 176.5K | — | 124K | — |
| 16 Apr 2026, 12:30 | 124K | — | 114.26K | — |
| 16 Mar 2026, 12:30 | 114.41K | — | 126.98K | — |
| 13 Feb 2026, 13:30 | 127.25K | — | 148.7K | — |
| 19 Jan 2026, 13:30 | 150.8K | — | 165.6K | — |
| 12 Dec 2025, 13:30 | 163.5K | — | 168.7K | — |
| 17 Nov 2025, 13:30 | 168.7K | — | 166.5K | — |
| 15 Oct 2025, 12:30 | 167K | — | 179.8K | — |
| 15 Sep 2025, 12:30 | 179.8K | — | 177.2K | — |
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.