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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Living with trend following strategies

Trend following approaches, such as Moving Averages and Channels, preserve capital by cutting losses and as such they need sustained bear markets to outperform. While they will generally capture the bulk of a bul ...

Dashboard improvements

We have added the following new options to dashboard window headers to make it easier and quicker to access related tools: C - click to open a new browser tab containing the Charts page that’s auto popula ...

Using SPY as a regime switch

A question that we receive with some regularity is "can I run a backtest that changes strategy based on whether SPY is above or below its 200-day Moving Average?" The answer is yes. We have a group of b ...

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 ...