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, 12:15 | 38K | 47K | 46K | -9 |
| 05 Aug 2026, 12:15 | 44K | 70K | 95K | -26 |
| 01 Jul 2026, 12:15 | 98K | 113K | 122K | -15 |
| 03 Jun 2026, 12:15 | 122K | 117K | 105K | +5 |
| 06 May 2026, 12:15 | 109K | 99K | 61K | +10 |
| 01 Apr 2026, 12:15 | 62K | 40K | 66K | +22 |
| 04 Mar 2026, 13:15 | 63K | 50K | 11K | +13 |
| 04 Feb 2026, 13:15 | 22K | 48K | 37K | -26 |
| 07 Jan 2026, 13:15 | 41K | 47K | -29K | -6 |
| 03 Dec 2025, 13:15 | -32K | 10K | 47K | -42 |
| 05 Nov 2025, 13:15 | 42K | 25K | -29K | +17 |
| 01 Oct 2025, 12:15 | -32K | 50K | -3K | -82 |
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.