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 |
|---|---|---|---|---|
| 30 Jun 2026, 16:00 | 5.29B | 5.41B | 9.02B | -0.12 |
| 31 Mar 2026, 16:00 | 9.02B | 9.14B | 13.28B | -0.12 |
| 12 Jan 2026, 17:00 | 13.28B | 13.1B | 1.55B | +0.18 |
| 30 Sep 2025, 16:00 | 1.53B | — | 4.64B | — |
| 30 Jun 2025, 16:00 | 4.64B | 4.65B | 8.15B | -0.01 |
| 31 Mar 2025, 16:00 | 8.15B | 8.13B | 12.074B | +0.02 |
| 10 Jan 2025, 17:00 | 12.074B | — | 1.76B | — |
| 30 Sep 2024, 16:00 | 1.76B | — | 4.993B | — |
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.