Bond Market Trading Strategy Tester

Build and backtest a rules-based bond trading strategy.

Entry Signal (Conditions to BUY)

Yield Curve (10Y-2Y)

Credit Spread (Baa-10Y)

The strategy will enter a long position when BOTH conditions are met.

Initial Capital ($)

Asset to Trade

Backtest Start Year

Backtest End Year

Total Return

CAGR

Max Drawdown

Total Trades

Equity Curve

Trade Log

Date	Action	Price	Capital

Define your strategy and parameters, then click "Run Backtest" to see the results.

Asset: Simulated US Agg Bond ETF | Period: ${params.startYear} - ${params.endYear}

Performance Metrics

Initial Capital$${params.initialCapital.toLocaleString()}

Total Return${kpis.totalReturn}

CAGR${kpis.cagr}

Max Drawdown${kpis.maxDrawdown}

Trades${kpis.trades}

Equity Curve

Strategy Rules

BUY WHEN: Yield Curve ${strategy.yieldOp} ${strategy.yieldVal} AND Credit Spread ${strategy.spreadOp} ${strategy.spreadVal}

Trade Log (First 20 Trades)

${tradeRows}

Date	Action	Price	Capital

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