Backtest ETF Strategies


Backtest ETF Portfolio

Test various portfolio allocation combinations. See how rebalancing rules have performed. Free!

Compare Portfolios

Compare the peformance of two different allocation combinations [Video]


Ratio MA Backtest

Test a strategy based on the relative performance of a Risk-On and Risk-Off ETF

Ratio MA Composite

Backtest investing in the ratio security from each of multiple different MA lengths

Portfolio Ratio MA

Backtest ratio moving average strategies on your portfolios

Portfolio Ratio MA Timeline

Examine the Ratio MA history for each ETF in your portfolio

Advanced Ratio

Create and test a balanced strategy using ratios on 2 separate portfolios


Regime Portfolios

Backtest using regime change to switch between different portfolio allocations [Read Blog]  [Video]

Regime Relative Strength

Backtest employing relative strength rotation with a regime switch [Read Blog]

Core-Regime Portfolios

Test strategies that combine core positions with portfolio regime switching Pro Subscription

Core-Regime RS

Combine core holdings with a regime based relative strength tactical satellite Pro Subscription [Video]

Moving Average

Backtest Moving Averages

Test moving average strategies on your chosen ETF. Use a single MA or 2 MA crossover. SMA or EMA. Free!

Portfolio Moving Average

Test daily or monthly moving average timing strategies on your portfolios [Read Blog]

Portfolio MA Timeline

View the MA strategy history for each ETF in your portfolio

Relative Strength

Backtest Relative Strength

See the results of rotating into the highest Relative Strength ETF over time. Free!

Portfolio Relative Strength

Test the performance of investing in your portfolio's top (or bottom) relative strength ETFs [Video] [Read Blog]

Rel Str - Combine Portfolios

Backtest up to 100 ETFs across multiple portfolio lists -- test long or short; top or bottom [Video]

Sequential Relative Strength

Backtest a two stage relative strength process  [Video]


Imported Backtests

Import a list of ETF trades and backtest their performance

Forward Testing

Allocations Board

Forward test environment; convert backtesting and research into portfolios and share them with fellow subscribers [Read Blog]


Channel Backtest

Test a percentile channel trend following strategy on your chosen ETF Free!

Portfolio Channel

Backtest daily, weekly or monthly channel strategies on your portfolios. [Read Blog]

Portfolio Channel Timeline

Observe the channel strategy history for each ETF in your portfolio

Parallel Relative Strength

Rel. Strength Composite

Backtest investing in the top (or bottom) ranked ETF(s) from each of multiple RS lookback periods. [Video]

Advanced Relative Strength

Test simultaneously buying the top (or bottom) ETFs from up to 3 separate portfolios [Video] [Slideshow]

Advanced RS Pro

Advanced Relative Strength with 4 portfolios & fee deduction options
Pro Subscription [Video]


Diversify strategies by combining rebalanced core holdings with tactical relative strength satellites [Video]

Mean Reversion Trading

Total Return Difference TRD

Backtest investing in the underperformer of two highly related securities and holding it until it outperforms. Free! [Read Blog]
Watch video: ETFreplay overview - understanding the backtesting layout
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