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 |
|---|---|---|---|---|
| 26 Jun 2026, 09:00 | 184.3B$ | — | 243.8B$ | — |
| 27 Mar 2026, 09:00 | 243.8B$ | — | 202.5B$ | — |
| 31 Dec 2025, 09:00 | 198.7B$ | — | 128.7B$ | — |
| 30 Sep 2025, 09:10 | 128.7B$ | — | 165.4B$ | — |
| 27 Jun 2025, 09:00 | 165.4B$ | — | 163.8B$ | — |
| 01 Apr 2025, 07:50 | 163.8B$ | — | 157.4B$ | — |
| 27 Dec 2024, 09:00 | 147.6B$ | — | 54.5B$ | — |
| 30 Sep 2024, 10:05 | 54.5B$ | — | 39.2B$ | — |
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.