Analysis & Backtesting Tools for ETF Investors

ETFreplay.com is a research, analysis and backtesting website for Exchange Traded Funds. ETFreplay’s tools are designed to allow investors to find, test and pursue a robust and repeatable process for gaining exposure to up-trends while avoiding large drawdowns.

If you are new to the site, you can watch our introductory video, check out our FAQs, or read an independent review in Stocks & Commodities magazine.

ETF Screener

Rank ETFs according to their relative strength

Backtest ETFs

Build and test allocation, moving average and relative strength ETF investment strategies

ETF Tools

Examine ETF dividend yield, correlation and volatility etc.

ETF Charts

Compare the returns and volatility of up to 5 different Exchange Traded Funds

FAQs

Have a query? Check out our Frequently Asked Questions

Contact Us

Send us your comments and suggestions

Top 20 Countries YTD

Almost two thirds of the way through 2017 and Russia is the only index of the top 20 country funds that is down for the year (-5.2%, -8.

Adding Rotation Options For Backtesting ETFs

We have added a new backtest rotation option, which we think delivers some useful flexibility. Previously Relative Strength strategies could be rotated quarterly, monthly or semi-monthly.

Using Market Generated Information For Market Structure: Financial Stock ETFs

Last month we did a blog post on using high-yield bonds as a key indicator. This month we continue with a focus of using financial stock ETFs as a second indicator.

ETF Regime Change Backtesting – update of a 2011 example

Back in 2011 we produced a little video that compared the performance of two very different 60-40 allocations: an aggressive portfolio invested in Emerging Markets, Financials and High Yield; and a defensive strat ...