Macro event backtester
Test simple trading rules on every past release we track: US CPI, FOMC, NFP, PPI, PCE, GDP, retail sales, jobless claims, UK CPI and the Bank of England. Pick events, compare up to three strategies side by side, and see every trade.
Historical replay only, not a forecast and not financial advice. Small samples, fixed rules and idealised fills flatter results.
The backtester needs JavaScript.
1 · Events and market
GBP/USD and the dollar index are not available here: they only have one value a day, too coarse for intraday entries, exits and stops.
SPY/QQQ: IEX venue prices, regular hours only. History still loading: 34 release days fetched so far, so SPY/QQQ samples are small. For releases before the 09:30 ET open, entry and exit times count from the open, and "2h before" entries are skipped. Exits after the 16:00 close (some 4h/24h exits) are skipped too. Data provided for free by IEX.
2 · Strategies (up to 3)
Pick at least one event above.
Loading release data…
Equity curves
Comparison
Trades
How trades are simulated. Each release is one trade per strategy, entered at the 5-minute close at the chosen time (Bitstamp spot) and exited after the holding period. Stops and targets are checked on 5-minute candle highs and lows up to +24h; if one candle touches both, the stop counts. Exits beyond +4h use hourly prices. Costs, when ticked, are a flat 0.1% per round trip. Overlapping trades from different events are counted independently. Prices shown are approximate. Methodology.