Backtest ETF Strategies

Backtesting tools are organized into groups and ordered by complexity, with simpler backtests appearing at the top of each group. Newer users are advised to start with simpler backtests before going on to use more sophisticated versions.


Backtest ETF Portfolio

Combine ETFs into a portfolio and backtest the performance. Test Buy & Hold or rebalancing rules.

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 [Blog]

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 [Blog]  [Video]

Regime Relative Strength

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

Rel. Strength Composite

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

Portfolio Relative Strength

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

Portfolio Channel Timeline

Observe the channel strategy history for each ETF in your portfolio

Parallel Relative Strength

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! [Blog]
Watch video: ETFreplay overview - understanding the backtesting layout
We also build custom backtesting apps