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 |
|---|---|---|---|---|
| 01 Sep 2026, 08:30 | 56.05K | 59.4K | 58.22K | -3.35 |
| 29 Jul 2026, 08:30 | 58.2K | 57.1K | 56.57K | +1.1 |
| 29 Jun 2026, 08:30 | 56.21K | 62.9K | 66.03K | -6.69 |
| 02 Jun 2026, 08:30 | 65.94K | 61.7K | 63.98K | +4.24 |
| 01 May 2026, 08:30 | 63.53K | 60K | 62.71K | +3.53 |
| 30 Mar 2026, 08:30 | 62.58K | 61.3K | 60.25K | +1.28 |
| 02 Mar 2026, 09:30 | 60K | 62K | 61.01K | -2 |
| 30 Jan 2026, 09:30 | 61.01K | 64.8K | 64.07K | -3.79 |
| 05 Jan 2026, 09:30 | 64.53K | 64.4K | 65.01K | +0.13 |
| 01 Dec 2025, 09:30 | 65.02K | 64.2K | 65.65K | +0.82 |
| 29 Oct 2025, 09:30 | 65.94K | 64K | 64.96K | +1.94 |
| 29 Sep 2025, 08:30 | 64.68K | 64.5K | 65.16K | +0.18 |
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.