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 videos, check out our FAQs, or browse our blog posts.

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Rank ETFs according to their relative strength

ETF Screener

analytics

Test allocation, moving average and relative strength strategies

Backtesting

construction

Examine ETF dividend yield, correlation and volatility etc.

ETF Tools

monitoring

Compare the returns and volatility of up to 5 different ETFs

ETF Charts

help

Have a query? Check out our Frequently Asked Questions

FAQs

mail

Send us your comments and suggestions

New Ratio MA Composite Backtest

We have added a new composite version of the Ratio Moving Average backtest, which makes it possible to diversify across a range of MA lengths. The Ratio MA backtest creates a ratio of the Total return value (not ...

Introducing the Relative Strength Composite Backtesting Module -- Using a RANGE of Timeframes To Improve Performance Consistency

Instructional video on how to use Composite Relative Strength to improve your ETF backtesting process. #STUDY (video) to expand video on screen, click the '4 expanding arrows' icon in the ...

New Relative Strength Composite Backtest

We have added a new backtest, Relative Strength Composite, which can protect against parameter choice misfortune by making it easy to diversify across a range of lookback values. When relying solely on a single l ...

2022 Country fund performance vs S&P-500

2022 Total Return for the S&P-500 (both market-cap-weighted and equal-weight) and a selection of developed international and emerging market country funds. click image to view full size version &nb ...