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 |
|---|---|---|---|---|
| 18 Aug 2026, 12:15 | 229.1K | 248K | 240.8K | -18.9 |
| 16 Jul 2026, 12:15 | 239K | 258K | 253.1K | -19 |
| 15 Jun 2026, 12:15 | 261.4K | 255.1K | 278.4K | +6.3 |
| 15 May 2026, 12:15 | 279.3K | 240K | 239.7K | +39.3 |
| 17 Apr 2026, 12:15 | 235.9K | 255K | 251K | -19.1 |
| 16 Mar 2026, 12:15 | 250.9K | 252.5K | 240.1K | -1.6 |
| 16 Feb 2026, 13:15 | 238K | 263.3K | 280.7K | -25.3 |
| 16 Jan 2026, 13:15 | 282.4K | 260K | 254.6K | +22.4 |
| 15 Dec 2025, 13:15 | 254.1K | 250K | 232.2K | +4.1 |
| 18 Nov 2025, 13:15 | 232.8K | 265K | 279.2K | -32.2 |
| 16 Oct 2025, 12:15 | 279.2K | 255K | 244.5K | +24.2 |
| 16 Sep 2025, 12:15 | 245.8K | 277.5K | 293.5K | -31.7 |
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.