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 |
|---|---|---|---|---|
| 01 Sep 2026, 14:00 | 7.271M | — | 7.182M | — |
| 04 Aug 2026, 14:00 | 7.182M | — | 7.537M | — |
| 30 Jun 2026, 14:00 | 7.537M | — | 7.585M | — |
| 02 Jun 2026, 14:00 | 7.585M | — | 6.887M | — |
| 05 May 2026, 14:00 | 6.887M | — | 6.922M | — |
| 13 Mar 2026, 14:00 | 7.24M | — | 6.55M | — |
| 05 Feb 2026, 15:00 | 6.55M | — | 6.846M | — |
| 07 Jan 2026, 15:00 | 6.846M | — | 7.17M | — |
| 09 Dec 2025, 15:00 | 7.17M | — | 7.169M | — |
| 30 Sep 2025, 14:00 | 6.919M | — | 7.089M | — |
| 03 Sep 2025, 14:00 | 7.089M | — | 7.204M | — |
| 29 Jul 2025, 14:00 | 7.204M | — | 7.31M | — |
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.