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, 14:00 | 3.056M | — | 3.213M | — |
| 04 Aug 2026, 14:00 | 3.232M | — | 3.153M | — |
| 30 Jun 2026, 14:00 | 3.065M | — | 3.043M | — |
| 02 Jun 2026, 14:00 | 2.977M | — | 3.16M | — |
| 05 May 2026, 14:00 | 3.171M | — | 3.046M | — |
| 31 Mar 2026, 14:00 | 2.974M | — | 3.131M | — |
| 13 Mar 2026, 14:00 | 3.1M | — | 3.225M | — |
| 05 Feb 2026, 15:00 | 3.204M | — | 3.193M | — |
| 07 Jan 2026, 15:00 | 3.161M | — | 2.973M | — |
| 09 Dec 2025, 15:00 | 2.941M | — | 3.128M | — |
| 30 Sep 2025, 14:00 | 3.091M | — | 3.166M | — |
| 03 Sep 2025, 14:00 | 3.208M | — | 3.209M | — |
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.