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 |
|---|---|---|---|---|
| 03 Sep 2026, 12:30 | 310.7B$ | — | 314.7B$ | — |
| 04 Aug 2026, 12:30 | 314.7B$ | — | 317.6B$ | — |
| 07 Jul 2026, 12:30 | 317.7B$ | — | 328.2B$ | — |
| 09 Jun 2026, 12:30 | 327.1B$ | — | 318.8B$ | — |
| 05 May 2026, 12:30 | 320.9B$ | — | 314.7B$ | — |
| 02 Apr 2026, 12:30 | 314.8B$ | — | 302.2B$ | — |
| 12 Mar 2026, 12:30 | 302.1B$ | — | 286.3B$ | — |
| 19 Feb 2026, 13:30 | 287.3B$ | — | 292.3B$ | — |
| 29 Jan 2026, 13:30 | 292.1B$ | — | 303B$ | — |
| 08 Jan 2026, 13:30 | 302B$ | — | 294.2B$ | — |
| 11 Dec 2025, 13:30 | 289.3B$ | — | 280.9B$ | — |
| 19 Nov 2025, 13:30 | 280.8B$ | — | 280.6B$ | — |
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.