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.

ETF Relative Strength Screener

ETF Screener

Rank ETFs according to their relative strength
Backtest ETF strategies

Backtest ETFs

Build and test allocation, moving average and relative strength ETF investment strategies
ETF Tools

ETF Tools

Examine ETF dividend yield, correlation and volatility etc.
ETF Charts

ETF Charts

Compare the returns and volatility of up to 5 different Exchange Traded Funds
FAQs

FAQs

Have a query? Check out our Frequently Asked Questions
Contact ETFreplay

Contact Us

Send us your comments and suggestions

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 ...

Using a Regime Ratio to switch between Mean Reversion and Relative Strength strategies

This example employs a simple credit spread style ratio to define the prevailing risk on / off regime and uses that to switch between different strategies. When the High Yield / Treasury ratio is trending upwards ...