ETF Relative Strength Backtest

Choose ETFs, factor time periods and weights below, then click 'Run Backtest' to see the hypothetical results of buying the highest Relative Strength ETF over time. The backtest will use the ETF screener to automatically calculate the relative strength at the end of each update period, and when appropriate, switch to the highest ranked ETF for the next period.

This demo backtest is a simplified version of the Portfolio Relative Strength backtest and is limited to the 6 ETFs provided. Subscribers are free to test any ETFs.

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  • Time Period
  • Weight
  • ReturnA
  • %
  • ReturnB
  • %
  • Volatility
  • %
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