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.

Rank ETFs according to their relative strength
ETF Screener
Test allocation, moving average and relative strength strategies
Backtesting
Examine ETF dividend yield, correlation and volatility etc.
ETF Tools
Compare the returns and volatility of up to 5 different ETFs
ETF Charts
Have a query? Check out our Frequently Asked Questions
FAQs
Send us your comments and suggestions
Contact Us

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 ...

Tracking Error, Advanced RS Pro and My Portfolios

We have added some new functionality to the Correlation tool, Advanced RS Pro backtest and the My Portfolios page.   Correlation tool There is now an option to change the chart to display the x-period Trac ...

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 ...