Jan 15, 2019
in Backtest
The example below is pretty self-explanatory but in a nutshell it compares 2 strategies set side by side in detached browser windows.
Strategy A on left uses 2 pieces: 1. 50% choose 1 of 3 ETFs using 11-month total return 2. other 50% using 6-month returns on the same portfolio of ETFs, also choose 1...
Strategy B on right using 1 strategy: using ONLY 11-month returns.
Rather than only highlight just the overall total return of each, of high importance is looking at the year by year (Calendar) returns vs a benchmark. The 100% 11-month strategy has seen years of large outperformance and underperformance. The blended strategy would have been much easier to stick by and actually achieve the end result - in addition it added return over the period. We know from many research papers that 3 - 12 month relative strength all have some level of validity long-term. No matter what the very long-term backtest looks like for these 2 strategies, we cannot know for sure which one is going to do better over the next 10 years. But we can glean information by studying different types of backtests and help make a judgment about what is happening now. Indeed, backtests primary function is to help guide you to understand what is happening in the most recent (current) period.
Oct 17, 2018
in Relative Strength, Video
An updated video for the Advanced Relative Strength Backtest (and we simultaneously provide a brief overview of ETFreplay as well in the beginning of this video). The public video below uses the following subscriber-only backtest Advanced Relative Strength Backtest
to expand video on screen, click the '4 expanding arrows' icon in the bottom right corner of the video screen
Sep 04, 2018
in Relative Strength, Video
In this video we demonstrate how to build 2 individual strategies and then easily combine them using the Core-Satellite backtest module. The public video below uses the following subscriber-only backtest ETFreplay Core - Satellite Backtest
to expand video on screen, click the '4& expanding arrows' icon in the bottom right corner of the video screen
Jul 26, 2018
in Relative Strength, Regime Change, Video
A video with a demonstration of the new Core-Regime RS Backtest module. The public video below uses the following subscriber-only backtest ETFreplay Core - Regime Relative Strength Backtest
to expand video on screen, click the ' 4 expanding arrows' icon in the bottom right corner of the video screen
Jun 16, 2018
in Relative Strength, Video
A video showing how to backtest more than 25 securities at a time. The public video below uses the following subscriber-only backtest ETFreplay Relative Strength Backtest - Combine Portfolios
to expand video on screen, click the '4 expanding arrows' icon in the bottom right corner of the video screen