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 |
|---|---|---|---|---|
| 08 Sep 2026, 19:00 | 18.06B$ | 11.7B$ | 14.56B$ | +6.36 |
| 07 Aug 2026, 19:00 | 14.17B$ | 10.5B$ | -1.08B$ | +3.67 |
| 08 Jul 2026, 19:00 | -0.18B$ | 17.1B$ | 20.82B$ | -17.28 |
| 05 Jun 2026, 19:00 | 20.7B$ | 18B$ | 22.3B$ | +2.7 |
| 07 May 2026, 19:00 | 24.86B$ | 12.5B$ | 8.85B$ | +12.36 |
| 07 Apr 2026, 19:00 | 9.48B$ | 10B$ | 7.67B$ | -0.52 |
| 06 Mar 2026, 20:00 | 8.05B$ | 12B$ | 25.2B$ | -3.95 |
| 06 Feb 2026, 20:00 | 24.05B$ | 8B$ | 4.7B$ | +16.05 |
| 08 Jan 2026, 20:00 | 4.23B$ | 10B$ | 9.24B$ | -5.77 |
| 05 Dec 2025, 20:00 | 9.18B$ | 10.5B$ | 11.01B$ | -1.32 |
| 07 Nov 2025, 20:00 | 13.09B$ | 10B$ | 3.13B$ | +3.09 |
| 07 Oct 2025, 19:00 | 0.36B$ | 13.5B$ | 18.05B$ | -13.14 |
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.