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, 14:00 | 607K | 0.62M | 678K | +606.38 |
| 24 Jul 2026, 14:00 | 678K | 0.61M | 630K | +677.39 |
| 24 Jun 2026, 14:00 | 630K | 0.64M | 641K | +629.36 |
| 28 May 2026, 14:00 | 641K | 0.67M | 659K | +640.33 |
| 05 May 2026, 14:00 | 659K | 0.65M | 630K | +658.35 |
| 19 Mar 2026, 14:00 | 0.587M | 0.72M | 0.712M | -0.133 |
| 20 Feb 2026, 15:00 | 0.745 | 0.73 | 0.737M | +0.015 |
| 13 Jan 2026, 15:00 | 0.737M | 0.72M | 0.738M | +0.017 |
| 24 Sep 2025, 14:00 | 0.8M | 0.65M | 0.664M | +0.15 |
| 25 Aug 2025, 14:00 | 0.652M | 0.63M | 0.656M | +0.022 |
| 24 Jul 2025, 14:00 | 0.627M | 0.65M | 0.623M | -0.023 |
| 25 Jun 2025, 14:00 | 0.623M | 0.69M | 0.722M | -0.067 |
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.