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 | 399.3B$ | — | 388.5B$ | — |
| 04 Aug 2026, 12:30 | 388B$ | — | 395.3B$ | — |
| 07 Jul 2026, 12:30 | 395.3B$ | — | 382.8B$ | — |
| 09 Jun 2026, 12:30 | 383B$ | — | 375.4B$ | — |
| 05 May 2026, 12:30 | 381.2B$ | — | 372.4B$ | — |
| 02 Apr 2026, 12:30 | 372.1B$ | — | 356.9B$ | — |
| 12 Mar 2026, 12:30 | 356.6B$ | — | 359.2B$ | — |
| 19 Feb 2026, 13:30 | 357.6B$ | — | 345.3B$ | — |
| 29 Jan 2026, 13:30 | 348.9B$ | — | 332.1B$ | — |
| 08 Jan 2026, 13:30 | 331.4B$ | — | 342.4B$ | — |
| 11 Dec 2025, 13:30 | 342.1B$ | — | 340.2B$ | — |
| 19 Nov 2025, 13:30 | 340.4B$ | — | 358.8B$ | — |
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.