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 |
|---|---|---|---|---|
| 20 Aug 2026, 01:30 | -15.8K | 15K | 80.3K | -30.8 |
| 23 Jul 2026, 01:30 | 76.3K | 15K | 43.9K | +61.3 |
| 25 Jun 2026, 01:30 | 40.3K | 30K | -40.7K | +10.3 |
| 21 May 2026, 01:30 | -18.6K | 17.5K | 23.3K | -36.1 |
| 16 Apr 2026, 01:30 | 17.9K | 20K | 49.6K | -2.1 |
| 19 Mar 2026, 00:30 | 48.9K | 20.3K | 26K | +28.6 |
| 19 Feb 2026, 00:30 | 17.8K | 20K | 68.5K | -2.2 |
| 22 Jan 2026, 00:30 | 65.2K | 30K | -28.7K | +35.2 |
| 11 Dec 2025, 00:30 | -21.3K | 20K | 41.2K | -41.3 |
| 13 Nov 2025, 00:30 | 42.2K | 20K | 12.7K | +22.2 |
| 16 Oct 2025, 00:30 | 14.9K | 17K | -11.8K | -2.1 |
| 18 Sep 2025, 01:30 | -5.4K | 22K | 26.5K | -27.4 |
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.