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 |
|---|---|---|---|---|
| 30 Jun 2026, 16:00 | 1.06B | 1.05B | 2.1B | +0.01 |
| 31 Mar 2026, 16:00 | 2.1B | 2.1B | 3.29B | 0 |
| 12 Jan 2026, 17:00 | 3.29B | 3.28B | 0.32B | +0.01 |
| 30 Sep 2025, 16:00 | 0.32B | — | 1.01B | — |
| 30 Jun 2025, 16:00 | 1.02B | 0.97B | 1.91B | +0.05 |
| 31 Mar 2025, 16:00 | 1.91B | 1.9B | 3.1B | +0.01 |
| 10 Jan 2025, 17:00 | 3.1B | — | 0.342B | — |
| 30 Sep 2024, 16:00 | 0.342B | — | 0.969B | — |
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.