We have added an RS Composite option to the Regime Relative Strength backtest.
Annual subscribers (both pro and regular) can now switch from using regular 3-factor RS models to RS Composite models by turning on t ...
The range of Relative Strength tools and backtests on ETFreplay come in two varieties: 3 Factor and Composite.
3 Factor Relative Strength
The Relative Strength (RS) model employed by the Screener, RS R ...
The ETF Relative Strength backtest, which is free to use, is now a simplified version of the Relative Strength Composite backtest.
This means that, rather than relying on a single lookback period for relative str ...
The chart below displays the 2023 Total Return for a few different types of S&P 500 ETF (growth, value, market-cap weight, equal weight and low volatility):
click image to view full size version or go to th ...