Strategy Lab

Macro Signal Backtester

Build trading signals from macroeconomic announcements. Define rules like "long AUD/USD when inflation rises above 3%", choose your signal type, and run a full backtest with professional performance metrics.

Signals fire off exact announcement_datetime values, and the public docs now show where history starts for every currency-indicator pair before you commit to a research window.

Strategy Builder

Define your macro signal, set rules, and backtest against FX spot data

1. Select Data

Signal Currency

Indicator

Start Date

End Date

2. Define Signal Rule

Signal Type

Threshold Value

The indicator level or change that triggers your signal

ⓘ Long when indicator rises vs prior release, short when it falls.

Equity Curve

Equity Open Position Close (Win) Close (Loss)

Drawdown Peak-to-trough decline

Monthly Returns

Trade Log

#	Entry	Exit	Signal	Indicator	Entry Rate	Exit Rate	Return	P&L	Equity

Signal Reference

Momentum

Long when the indicator rises vs the prior announcement; short when it falls. Trades on every release. Best for trending indicators like inflation or policy_rate.

Threshold (Above / Below)

Long when the indicator is above (or below) your chosen level; short on the other side. Example: long AUD/USD while AU inflation > 3%.

Change Threshold

Long only when the period-over-period change exceeds your threshold; short otherwise. Filters out small moves. Example: long if GDP change > 0.5pp.

Mean Reversion

Inverse of momentum: short when the indicator rises (overbought signal), long when it falls (oversold signal). Works for range-bound indicators.

Execution

Positions open on the announcement date using the ECB reference rate (or nearest prior business day) and close on the next announcement. Full equity is deployed per trade. No slippage or costs modelled.

Risk Metrics

Sharpe and Sortino ratios are annualised by observed trade frequency. Calmar ratio is annualised return / max drawdown. Profit Factor is gross wins / gross losses.

Disclaimer: This tool is for educational and informational purposes only. Past performance does not indicate future results. The strategies shown here do not account for transaction costs, slippage, liquidity, or funding costs. This is not financial advice.