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

Relative Strength Composite backtesting with a regime switch

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 ...

Relative Strength: 3 Factor vs Composite

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 ...

ETF Relative Strength Backtest

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 ...

What was the S&P 500 Total Return for 2023?

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 ...