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 |
|---|---|---|---|---|
| 02 Sep 2026, 18:00 | 16.8M | 16.3M | 16.3M | +0.5 |
| 01 Sep 2026, 22:00 | 16.8M | 16.3M | 16.3M | +0.5 |
| 03 Aug 2026, 20:40 | 16.3M | 16.3M | 16.6M | 0 |
| 02 Jul 2026, 08:00 | 16.5M | 16M | 16.1M | +0.5 |
| 03 Jun 2026, 06:00 | 16.1M | 16M | 15.9M | +0.1 |
| 04 May 2026, 12:00 | 15.9M | 16M | 16.3M | -0.1 |
| 03 Apr 2026, 00:00 | 16.3M | — | 15.8M | — |
| 03 Mar 2026, 23:00 | 15.8M | 15.2M | 14.9M | +0.6 |
| 04 Feb 2026, 13:30 | 14.9M | 15.5M | 16M | -0.6 |
| 05 Jan 2026, 19:00 | 16M | 15.7M | 15.6M | +0.3 |
| 02 Dec 2025, 22:00 | 15.6M | 15.4M | 15.3M | +0.2 |
| 04 Nov 2025, 00:00 | 15.3M | 15.6M | 16.4M | -0.3 |
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.