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 |
|---|---|---|---|---|
| 04 Sep 2026, 12:30 | 127K | 45K | 71K | +82 |
| 07 Aug 2026, 12:30 | 30K | 78K | 30K | -48 |
| 02 Jul 2026, 12:30 | 49K | 110K | 97K | -61 |
| 05 Jun 2026, 12:30 | 120K | 85K | 177K | +35 |
| 08 May 2026, 12:30 | 123K | 75K | 190K | +48 |
| 03 Apr 2026, 12:30 | 186K | 70K | -129K | +116 |
| 06 Mar 2026, 13:30 | -86K | 65K | 146K | -151 |
| 11 Feb 2026, 13:30 | 172K | 70K | 64K | +102 |
| 09 Jan 2026, 13:30 | 37K | 64K | 50K | -27 |
| 16 Dec 2025, 13:30 | 69K | 45K | 52K | +24 |
| 20 Nov 2025, 13:30 | 97K | 62K | 18K | +35 |
| 05 Sep 2025, 12:30 | 38K | 75K | 77K | -37 |
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.