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, 09:30 | 52.881K | — | 33.429K | — |
| 06 Aug 2026, 09:30 | 33.429K | — | 45.849K | — |
| 01 Jul 2026, 09:30 | 45.849K | — | 97.006K | — |
| 04 Jun 2026, 09:30 | 97.006K | — | 83.387K | — |
| 07 May 2026, 09:30 | 83.387K | — | 60.62K | — |
| 02 Apr 2026, 11:30 | 60.62K | — | 48.307K | — |
| 05 Mar 2026, 12:30 | 48.307K | — | 108.435K | — |
| 05 Feb 2026, 12:30 | 108.435K | — | 35.553K | — |
| 08 Jan 2026, 10:30 | 35.553K | — | 71.321K | — |
| 04 Dec 2025, 12:30 | 71.321K | — | 153.074K | — |
| 06 Nov 2025, 12:30 | 153.074K | — | 54.064K | — |
| 02 Oct 2025, 11:30 | 54.064K | — | 85.979K | — |
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.