ETF Relative Strength Backtest

This free demo backtest is limited to the 11 securities provided and is a simplified version of the Relative Strength Composite Backtest

Choose your ETFs, min and max RS lengths, rotation frequency, and then click 'Run Backtest'. Every rotation period the backtest will step through the RS lookback lengths, between your chosen min and max, and will invest in the strongest of the 3 ETFs for each of those. More details.
  • RS Length Min
  • RS Length Max
  • Step
  • Rotate
  • Start
  • End


ETF available from start ETF had sufficient history to qualify for consideration from the very start of the backtest.
The backtest assumes ETFs are equally weighted at the start of each period.

Volatility is the annualized standard deviation of daily returns.

If monthly dividend paying fixed-income mutual funds are used, the backtest assumes the standard calculation of Total Return applies. Partial period prorated dividend accounting is not considered.

By allowing you to evaluate how strategies have performed in the past, testing can be used to both validate your ideas and to provide an indication of the expected returns and risk.

ETFreplay provides this tool for information purposes only and in no way does it reflect investment advice.