Backtest Money Supply (M2)
Backtest strategies around M2 money supply changes. Analyze liquidity-driven market rallies, test monetary expansion/contraction cycle strategies, and evaluate M2 velocity.
Money Supply (M2) Backtesting Features
Historical Data
Access comprehensive historical price data for Money Supply (M2) (M2). 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 M2 data, or create your own custom indicators. From simple moving averages to complex volatility models.
Strategy Builder
Build Money Supply (M2) 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 M2 strategy: Sharpe ratio, Sortino ratio, max drawdown, VaR, and expected shortfall analysis.
Correlation Analysis
Analyze how Money Supply (M2) correlates with other assets. Build multi-asset strategies and test portfolio diversification across market regimes.
Walk-Forward Testing
Validate your M2 strategy with out-of-sample walk-forward analysis. Avoid overfitting and ensure robust performance across time periods.
About Money Supply (M2) (M2) Backtesting
Money Supply (M2) (M2) is one of the most actively traded instruments in the macroeconomic indicators space. Backtesting your M2 trading strategies is crucial for understanding how your approach would have performed across different market conditions.
With TestToTrade, you can backtest Money Supply (M2) 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 M2 trading strategies with confidence.
Key Metrics Available for M2
- 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 Money Supply (M2) for $10/mo
Join the beta and be the first to test your M2 trading strategies when we launch.