Backtest ISM Manufacturing PMI
Backtest strategies around ISM Manufacturing PMI. Test expansion/contraction threshold strategies, analyze new orders vs inventory sub-indices, and evaluate cross-asset signal strength.
ISM Manufacturing PMI Backtesting Features
Historical Data
Access comprehensive historical price data for ISM Manufacturing PMI (ISM-MFG). 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 ISM-MFG data, or create your own custom indicators. From simple moving averages to complex volatility models.
Strategy Builder
Build ISM Manufacturing PMI 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 ISM-MFG strategy: Sharpe ratio, Sortino ratio, max drawdown, VaR, and expected shortfall analysis.
Correlation Analysis
Analyze how ISM Manufacturing PMI correlates with other assets. Build multi-asset strategies and test portfolio diversification across market regimes.
Walk-Forward Testing
Validate your ISM-MFG strategy with out-of-sample walk-forward analysis. Avoid overfitting and ensure robust performance across time periods.
About ISM Manufacturing PMI (ISM-MFG) Backtesting
ISM Manufacturing PMI (ISM-MFG) is one of the most actively traded instruments in the macroeconomic indicators space. Backtesting your ISM-MFG trading strategies is crucial for understanding how your approach would have performed across different market conditions.
With TestToTrade, you can backtest ISM Manufacturing PMI 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 ISM-MFG trading strategies with confidence.
Key Metrics Available for ISM-MFG
- 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 ISM Manufacturing PMI for $10/mo
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