ETFreplay

Drawdown Nuances In Backtesting Results

Oct 21, 2011 in Backtest | Drawdown | Video

We have improved the quality of the backtesting applications again.   All backtests will now display the path of returns on a daily basis, regardless of which update schedule you are on.   This allows for more precise chart visual --- and a few supporting statistics have been improved.   The video below explains this -- there is a nuance that we go over that may not be so obvious here:

 

 

Also, just a snapshot of a few indices for YTD drawdowns -- the higher the volatility, the higher the drawdown.

 

See Also: Drawdown Blog Posts


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Comparing Allocations Introduction

Jun 29, 2011 in Video

 

A brief introduction to the versatile yet easy-to-use 'Compare Allocations' application located on the Backtest Page

 

 

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Forward Test Review From Nov 2010 to Now

May 19, 2011 in Ideas | Relative Strength | Video

Exactly 6 months ago we released the Relative Strength Reader application.    We review the example done then in the video below:

 

 

(original video is on the Tools Tab if didn't see the original).


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ETF rotation made easier to view and analyze with new ETF App

Jun 13, 2010 in Relative Strength | Video

ETF rotation is the focus of this video -  showing how our portfolio ranks summary 'app' Portfolio Screener Ranks-- can be used as an easy way to visualize leadership in custom ETF lists created by the user.

This video shows this new functionality by using recent news involving Bill Gross of Pimco and how relative strength LEADS the news.

 


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Video Blog: Using and Understanding the Portfolio Relative Strength Application

May 27, 2010 in Backtest | Video

This video discusses some ideas related to our powerful new ETF Relative Strength Application. The key to understanding how it works is to understand its relationship with the ETF screener

Comments and feedback appreciated.



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Video: Find Relative Strength Ideas -- Then Integrate Ideas Into A Portfolio

Apr 20, 2010 in Backtest | Screener | Video

 

4 minute video going over a few recent examples:

 

 

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