Why the DAX needs session-aware backtesting
Most index traders learn the US indices first and then apply the same rules to the DAX, where they underperform for a reason that has nothing to do with the rules: the DAX has two opens that matter and a third-party open that moves it. Frankfurt sets the initial range, London deepens it, and the 14:30 CET US data window regularly rewrites the whole day.
Backtest it with session boxes on and log which window each setup formed in. The split almost always shows one window carrying the strategy and another quietly bleeding it — and that is a change you can make on Monday.
What DAX price action looks like up close
It is a concentrated index — far fewer constituents than the S&P — so single large-cap moves show up in the index more visibly. It trends hard when it trends and reverses with less warning than the Nasdaq, and its intraday ranges relative to typical stop sizes make position sizing unusually consequential. Work every logged trade through the position size calculator rather than assuming a NAS100-sized stop transfers.
It also respects the previous day's range and the daily open to a degree worth measuring rather than assuming — switch on key levels and count it for yourself over a couple of hundred touches.
How to backtest the DAX in CRTLAB
Open GER40, drop into real FDAX history and step forward one candle at a time. You only ever see what you would have seen live, so hindsight cannot creep in. Mark the entry, stop and target your rules dictate, log the outcome, and after a hundred setups you have a win rate rather than a feeling.
The whole GER40 archive is open on the first chart — and the honest caveat is that it starts in March 2025, because that is when our DAX data starts. It is the newest instrument in the catalogue and we would rather say so than let you assume a decade. Everything we do have is there from the first click, with nothing gated.
What you spend is candles: 10,000 free sample first, or unlimited at $14.99 a month.
Frequently asked questions
Can I backtest the DAX for free?
CRTLAB is free to try. You get GER40 on everything we hold, with every tool the product has, for your first 10,000 candles of replay — roughly two hours of stepping through a chart, no card needed. After the sample, unlimited replay is $14.99 a month, cancel any time. Be aware the DAX archive starts in March 2025 — it is the newest instrument in the catalogue, and we would rather say so than imply a decade.
Is this DAX cash or DAX futures?
Futures — FDAX. That's what gives you a continuous, exchange-traded session rather than a synthetic broker feed, and it's the same data professional DAX traders watch.
What's the best time of day to backtest on the DAX?
Test all three and split the log: the 09:00 Frankfurt open, the London overlap, and the 14:30 CET US window. They behave differently enough that one strategy can be profitable in one and negative in another.
How does the DAX compare to NAS100 for backtesting?
Both are fast, but the DAX has more distinct session phases and fewer constituents, so it turns with less warning. Running your identical rule set on both — CRTLAB carries the same engine on each — is the quickest way to see which one your method suits.