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 |
|---|---|---|---|---|
| 25 Aug 2026, 12:30 | 1.433M | 1.443M | 1.374M | -0.01 |
| 25 Aug 2026, 12:00 | 1.433M | 1.443M | 1.374M | -0.01 |
| 24 Jul 2026, 12:00 | 1.374M | 1.367M | 1.41M | +0.007 |
| 24 Jun 2026, 12:30 | 1.41M | 1.413M | 1.423M | -0.003 |
| 28 May 2026, 12:30 | 1.423M | 1.442M | 1.363M | -0.019 |
| 05 May 2026, 12:30 | 1.363M | — | 1.538M | — |
| 19 Mar 2026, 12:00 | 1.386M | 1.376M | 1.455M | +0.01 |
| 20 Feb 2026, 13:00 | 1.455M | 1.448M | 1.388M | +0.007 |
| 13 Jan 2026, 13:30 | 1.411M | — | 1.415M | — |
| 24 Sep 2025, 11:50 | 1.33M | 1.312M | 1.362M | +0.018 |
| 25 Aug 2025, 12:00 | 1.362M | 1.354M | 1.393M | +0.008 |
| 24 Jul 2025, 12:00 | 1.393M | 1.397M | 1.394M | -0.004 |
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.