Backtest Industrial Production
Backtest strategies around industrial production data. Test manufacturing cycle strategies, analyze capacity utilization signals, and evaluate IP as a coincident economic indicator.
Industrial Production Backtesting Features
Historical Data
Access comprehensive historical price data for Industrial Production (INDPRO). Includes open, high, low, close, and volume data across multiple timeframes from 1-minute to monthly.
Custom Indicators
Apply 100+ built-in technical indicators to INDPRO data, or create your own custom indicators. From simple moving averages to complex volatility models.
Strategy Builder
Build Industrial Production trading strategies visually or with Python code. Define entry/exit rules, stop losses, take profits, and position sizing rules.
Risk Analytics
Get comprehensive risk metrics for your INDPRO strategy: Sharpe ratio, Sortino ratio, max drawdown, VaR, and expected shortfall analysis.
Correlation Analysis
Analyze how Industrial Production correlates with other assets. Build multi-asset strategies and test portfolio diversification across market regimes.
Walk-Forward Testing
Validate your INDPRO strategy with out-of-sample walk-forward analysis. Avoid overfitting and ensure robust performance across time periods.
About Industrial Production (INDPRO) Backtesting
Industrial Production (INDPRO) is one of the most actively traded instruments in the macroeconomic indicators space. Backtesting your INDPRO trading strategies is crucial for understanding how your approach would have performed across different market conditions.
With TestToTrade, you can backtest Industrial Production strategies using decades of historical data. Our platform supports a wide range of strategy types including trend following, mean reversion, momentum, breakout, and statistical arbitrage — all with realistic transaction cost modeling and slippage simulation.
Whether you're a discretionary trader looking to validate your intuition, or a quantitative researcher building systematic strategies, TestToTrade provides the tools you need to test, optimize, and deploy INDPRO trading strategies with confidence.
Key Metrics Available for INDPRO
- Total return and annualized return
- Sharpe ratio and Sortino ratio
- Maximum drawdown and recovery time
- Win rate and profit factor
- Value at Risk (VaR) and Expected Shortfall
- Rolling performance across market regimes
- Benchmark comparison (Macroeconomic Indicators index)
- Monte Carlo simulation results
Backtest Industrial Production for $10/mo
Join the beta and be the first to test your INDPRO trading strategies when we launch.