Screener
Backtesting
- - Allocation
  - ETF Portfolio
  - Compare Portfolios
  - Moving Average
  - Moving Averages
  - Portfolio Moving Average
  - Portfolio MA Timeline
  - Channel
  - ETF Channel
  - Portfolio Channel
  - Portfolio Channel Timeline
  - Relative Strength
  - Relative Strength
  - Rel. Strength Composite
  - Portfolio Relative Strength
  - RS - Combine Portfolios
  - Sequential Relative Strength
  - Parallel RS
  - Advanced Relative Strength
  - Advanced RS Pro
  - Core-Satellite
  - Regime
  - Regime Portfolios
  - Regime Relative Strength
  - Core-Regime Portfolios
  - Core-Regime RS
  - Imported
  - Imported Backtests
  - Forward Testing
  - Allocations Board
  - Mean Reversion
  - Total Return Difference
Tools
- - Basic Tools
  - ETF Charts
  - New Highs / Lows
  - Volatility
  - Correlation
  - Dividend Yield
  - Total Return vs Price Return
  - Advanced / Risk
  - Return vs. Volatilty
  - Down Day Stats
  - Monthly Returns
  - Volatility Target Test
  - Trend Quadrants
  - Max Drawdown
  - Tacking Error
  - Relative Strength
  - Relative Strength Reader
  - Portfolio Screener Ranks
  - Sequential RS Screener
Summary
- - Equities
  - U.S. Equity
  - U.S. Sector ETFs
  - International Equity
  - Emerging Markets
  - Stocks
  - Other
  - Quasi-Equity ETFs
  - Commodities
  - Leveraged / Inverse ETFs
  - Recent Additions
My Account
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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, read our guide to getting started, 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

Ratio MA Substitutes

Last year we added a Substitute function to the Moving Average and Channel backtests, which made it possible to specify a different / replacement security for the execution of the trades. We’ve now also add ...

RS Composite model option: Majority Pick

We have upgraded the Core-Satellite, Regime RS, Core-Regime RS and Advanced RS Pro and the Relative Strength backtests. Last month we added a Majority Pick option to the Relative Strength Composite backtest.

RS Composite Majority Pick

We have added a new option to the Relative Strength Composite backtest for Pro Subscribers; Majority Pick. If Majority Pick is turned on, rather than investing in the security picked by each RS length, the backte ...

SPY Seasonality

SPY returns have been positive more frequently in November than any other month of the year. Since its inception, SPY has produced a median return of 3% in November and been positive 78% of the time.

Company

Resources