See the workflow in one place
Calendar → Signal validation → Backtest execution rules → Save a playbook.
- Surprise vs Return regression
- Slippage-aware backtests
- Exportable reports
EventTradeLab helps you quantify how macro surprises move FX, backtest your rules with realistic assumptions, and keep only the strategies that hold up out-of-sample.
Calendar → Signal validation → Backtest execution rules → Save a playbook.
From event to execution, with evidence.
Filter high-impact events and choose the symbols you trade.
Measure surprise vs post-event return with regression + distributions.
Run realistic scenarios and save strategies as playbooks.
Three powerful tools designed to give you the edge in event-driven trading
Track high-impact events with real-time updates, historical data, and custom filters for your trading pairs.
Test your event trading strategies against years of historical data with walk-forward optimization.
Deep dive into historical event performance with multi-timeframe charts and statistical insights.
Measure event impact with a linear regression of event surprise vs 4-hour FX return, visualized on an interactive scatter plot.
Start free, upgrade when you're ready. No hidden fees.
A focused toolkit for event-driven FX research
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Expanded coverage and deeper analysis power
Full access to all features
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Contact us for enterprise pricing →Built for traders who treat event trading as a calculated opportunity.
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