Backtest US futures like futures.
Futures aren't equities with a different symbol. Expiration, session calendars, and variation margin all matter. Periscøpe models them in an event-driven backtest, then runs the same Python strategy in paper and live.
Futures mechanics, modeled.
Real futures mechanics
Contract expiration and variation-margin accounting are modeled, not bolted on, so a futures backtest behaves like futures, not like equities with a different ticker.
Exchange calendars
Futures session calendars are built in, so the backtest respects real trading hours and skips time the market wasn't open.
Same code to live
The futures strategy you backtest runs unchanged in paper and live. Promoting changes the data feed and broker, not your code.
Diagnostics built in
Every futures run records orders, fills, positions, ledger, classified issues, and logs, the detail you need to trust the result.
From futures backtest to live, same code.
Write the strategy once in Python against the SDK. Run it as a backtest on historical futures data, paper it on a live feed, and run it live; the strategy doesn't change between modes.
- Event-driven backtest on historical data
- Exchange calendars and expiration handled
- Variation-margin accounting
- Same code in paper and live
See every contract, order, and fill.
Each futures run is a first-class record: positions by contract, the full order lifecycle, fills, a cash ledger, classified issues, and logs, exportable when you need them.
- Positions and P&L by contract
- Order lifecycle and fills
- Ledger and classified issues
- CSV export for orders
Who this is for.
Systematic US futures traders.
You want to test futures strategies that respect real session calendars, expiration, and margin, and then run the same code live without rebuilding it.
Futures, not options on them.
Periscøpe covers US futures alongside equities and ETFs. It does not support options, FX, or crypto.
Futures backtesting: questions.
Which futures can I backtest? +
US futures. Periscøpe loads exchange security-master data and uses the relevant exchange calendars, so contracts and sessions are handled correctly.
Does it handle contract expiration? +
Yes. Expiration is handled against the trading calendar, so a strategy doesn't keep trading a contract past its expiration or misattribute the settlement.
How is futures margin handled? +
Futures use variation-margin accounting, where gains and losses are settled against the position, rather than the cash-and-shares model used for equities.
Can I take a futures strategy live? +
Yes. The same strategy code runs in backtest, paper, and live. Live access is rolled out to select users on request.
Do you support options on futures? +
No. Periscøpe supports US equities, ETFs, and futures, not options, FX, or crypto.
Backtest your first futures strategy.
We onboard in focused cohorts. Tell us what you trade and how you work. Live access is rolled out to select users on request.