Analysis & Backtesting Tools for ETF Investors 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.

Rank ETFs according to their relative strength
ETF Screener
Test allocation, moving average and relative strength strategies
Examine ETF dividend yield, correlation and volatility etc.
ETF Tools
Compare the returns and volatility of up to 5 different ETFs
ETF Charts
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Core-Satellite, Tracking Error, and Dashboard upgrades

We have added some new functionality to the Core-Satellite backtest, Tracking Error tool and Dashboard.   Core-Satellite The Core-Satellite backtest has an updated look and the Hold Filter, which we recent ...

How to use Tracking Error to improve consistency in ETF backtesting

Instructional video on how to use Tracking Error to improve consistency in ETF backtesting.  #STUDY (video) to expand video on screen, click the '4 expanding arrows' icon in the bottom right corner ...

Buy top X hold while in top Y

We have added a Hold Filter option to the Portfolio Relative Strength and RS - Combine Portfolios backtests. When the Hold Filter is turned on, the ETFs will be held as long as they remain ranked in the top (or ...

Tracking Error

We have added a new tool that enables subscribers to see how closely the ETFs, stocks or mutual funds in their various lists track a given benchmark security. Tracking error is the annualized standard deviation o ...