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Analysis & Backtesting Tools for ETF Investors

ETFreplay.com is a research, analysis and backtesting website for Exchange Traded Funds. ETFreplay’s tools are designed to allow investors to find, test and pursue a robust and repeatable process for gaining exposure to up-trends while avoiding large drawdowns.

If you are new to the site, you can watch our videos, check out our FAQs, or browse our blog posts.

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Rank ETFs according to their relative strength

ETF Screener

analytics

Test allocation, moving average and relative strength strategies

Backtesting

construction

Examine ETF dividend yield, correlation and volatility etc.

ETF Tools

monitoring

Compare the returns and volatility of up to 5 different ETFs

ETF Charts

help

Have a query? Check out our Frequently Asked Questions

FAQs

mail

Send us your comments and suggestions

Channel Parameter Performance Summary Upgrades

We have made two upgrades to the Channel Parameter Performance Summary. Firstly, the Channel Parameter Summary now allows a range of Buy and Sell points to be tested.

ETF Moving Average Backtest Substitute Function

We have added a 'Substitute' function to the ETF Moving Average and Channel backtests. Clicking 'Substitute' allows subscribers to specify a different / replacement security for the actual trades.

Regime Change 60-40 Allocation Example

In 2016 we wrote a blog post with an example that employed a simple credit spread style ratio (HYG / IEI) as a regime indicator to switch between aggressive and defensive 60- 40 allocations. When the High Yield / ...

Combining a Regime Switch with Sector ETF investing

The performance of different industrial groups will vary over the course of the business cycle. Consequently, it makes sense that sector allocations be revised when there is a change in the prevailing regime.

Company

Resources