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 |
|---|---|---|---|---|
| 06 Sep 2026, 23:50 | 1207.5B$ | — | 1287.1B$ | — |
| 06 Aug 2026, 23:50 | 1287.1B$ | — | 1287.5B$ | — |
| 06 Jul 2026, 23:50 | 1287.5B$ | — | 1305.9B$ | — |
| 04 Jun 2026, 23:50 | 1305.9B$ | — | 1383B$ | — |
| 11 May 2026, 23:50 | 1383B$ | — | 1374.7B$ | — |
| 06 Apr 2026, 23:50 | 1374.7B$ | — | 1410.7B$ | — |
| 05 Mar 2026, 23:50 | 1410.7B$ | — | 1394.8B$ | — |
| 05 Feb 2026, 23:50 | 1394.8B$ | — | 1369.8B$ | — |
| 08 Jan 2026, 23:50 | 1369.8B$ | — | 1359.4B$ | — |
| 04 Dec 2025, 23:50 | 1359.4B$ | — | 1347.4B$ | — |
| 09 Nov 2025, 23:50 | 1347.4B$ | — | 1341.3B$ | — |
| 06 Oct 2025, 23:50 | 1341.3B$ | — | 1324.2B$ | — |
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.