Every major backtesting platform, TradingView, MetaTrader, AmiBroker, is built for testing technical strategies. You can backtest RSI crossovers and moving average systems with a few lines of code. What you cannot do on any of them is ask: 'How did EUR/USD perform the last 12 times CPI beat the full bank forecast range?' That's fundamental backtesting. MRKT Edge is the only platform built for it. No code. No data engineering. Just the answer.
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Dozens of platforms let traders test price based rules against historical data. Fundamental backtesting, querying how specific assets reacted to specific economic events under specific conditions, has never been accessible at retail level. The data exists. The price data exists. What was missing was the product connecting them. MRKT built that product.
Event logic, bank ranges, and multi asset history, without writing code.
Technical backtesting tests rules like 'buy when RSI crosses above 30.' MRKT tests queries like 'show me gold's reaction to every FOMC rate hold where the dot plot showed fewer cuts than expected.' The query is based on economic event logic, not price patterns. This is how institutional quant desks build fundamental trading strategies. MRKT makes it available to retail traders without a data science team.
Standard backtesting software can't incorporate bank forecast ranges as conditions. MRKT can. Traders can set conditions like 'CPI actual fell outside the full bank forecast range (shock)' rather than just 'CPI beat consensus.' The shock condition has historically produced the largest, most sustained moves, testing against it produces more accurate historical patterns than consensus comparison alone.
Most technical backtesting platforms require Pine Script, MQL4/5, or Python. MRKT requires nothing. Select an event, set a condition, choose an asset and timeframe, get the historical results. Designed for traders, not data engineers.
MRKT's backtest tool queries any asset against any fundamental event simultaneously. When backtesting NFP, traders can query EUR/USD, gold, S&P 500, and USD/JPY reactions to the same event condition in one view, identifying which asset historically produced the strongest, most consistent reaction and routing capital toward the highest probability opportunity.
Technical platforms vs fundamental event backtesting.
Can only backtest price rules (RSI, MAs), requires Pine Script or MQL
No way to set bank forecast range as a condition
Shock detection not possible on any retail platform
Multi asset queries require running separate scripts per asset
Earnings backtesting is price only, no fundamental conditions
Test economic event reactions in plain language, no code required
Query 'actual outside full bank forecast range' as a standalone condition
Shock events (every bank was wrong) automatically flagged and backtestable
Query EUR/USD, gold, S&P 500, and USD/JPY against the same event in one view
Test earnings beat/miss/shock reactions with historical cross asset impact
From prep to risk, fundamental backtests at every stage.
Before each major release, run a backtest on your target asset for the last 8 12 instances. See average move at 15min, 1hr, 4hr post release. Know the win rate for the directional bias. This 5 minute workflow replaces a 45 minute research process, or the alternative of going into the event blind.
Build fundamental trading rules with statistical validation. 'Trade gold long when CPI prints above the top of the bank forecast range, 8 of 10 historical instances produced a 4 hour gain averaging 0.9%.' That's a validated rule, not a hypothesis.
Historical reaction distributions tell you the appropriate stop loss and profit target distances for event driven trades. If NFP historically moves EUR/USD between 35 and 95 pips in the first hour, a 15 pip stop gets hit by noise on most NFP trades regardless of direction.
Query how a stock or sector ETF reacted to the last 6 earnings reports, beat reactions, miss reactions, guidance driven moves, to calibrate volatility expectations before each earnings season.
"MRKT is the first platform that actually made macro usable. I don't need an economics background, I just see the bias, the risk zones, and how the market is likely to react."
Adel D.
FX & Indices Trader
"I avoided macro for years because it felt too complex. MRKT breaks everything down so clearly I can understand market context in seconds. It fits perfectly with my technical setups."
Vigneshwar S.
Futures Trader
"I used to ignore red folder news completely. Now I know how to trade it."
Karan U.
Forex Trader
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For technical strategy backtesting, TradingView, MetaTrader, and dedicated quantitative platforms are the standard options. For fundamental event backtesting, testing how markets have historically reacted to specific economic data releases, central bank decisions, and earnings events, MRKT Edge is the only purpose built retail platform. The distinction matters: technical backtesting tests price pattern rules, fundamental backtesting tests economic causation patterns. Most traders need both, MRKT fills the fundamental gap that technical platforms leave.
Most technical backtesting platforms require coding: Pine Script for TradingView, MQL4/5 for MetaTrader, Python for institutional platforms. MRKT Edge's fundamental backtesting requires no code. Select an event, set a condition, choose an asset and timeframe, receive the historical results. Designed for traders, not data engineers.
Yes. MRKT supports backtesting fundamental conditions against all major and minor forex pairs. Query how EUR/USD, GBP/USD, USD/JPY, AUD/USD, and others reacted to CPI, NFP, FOMC, ECB, BOE, and BOJ events under specific conditions, showing average moves at multiple timeframes, directional win rates, standard deviation of outcomes, and historical extremes.
TradingView backtesting tests price based technical rules, moving averages, RSI, candlestick patterns, using Pine Script. MRKT tests economic event queries, 'how did gold react when CPI beat the top of the bank forecast range?' These are fundamentally different analytical frameworks. TradingView tests what price did. MRKT tests why price moved and whether that reason historically leads to sustained directional moves.
Economic events: NFP, CPI, Core CPI, PPI, Core PCE, FOMC, ECB, BOE, BOJ decisions, GDP, retail sales, ISM PMI, jobless claims, durable goods. Earnings: S&P 500 and NASDAQ 100 constituents. Assets: major and minor FX pairs, gold, silver, WTI crude, S&P 500, NASDAQ 100, DAX 40, BTC/USD, ETH/USD. Timeframes: 5min, 15min, 1hr, 4hr, 24hr, 48hr post event.
No code. No data subscription. No quant desk required.
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