Screener
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- - Allocation
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  - Moving Average
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  - Portfolio MA Timeline
  - Channel
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  - Portfolio Channel
  - Portfolio Channel Timeline
  - Relative Strength
  - Relative Strength
  - Rel. Strength Composite
  - Portfolio Relative Strength
  - RS - Combine Portfolios
  - Sequential Relative Strength
  - Parallel RS
  - Advanced Relative Strength
  - Advanced RS Pro
  - Core-Satellite
  - Regime
  - Regime Portfolios
  - Regime Relative Strength
  - Core-Regime Portfolios
  - Core-Regime RS
  - Imported
  - Imported Backtests
  - Forward Testing
  - Allocations Board
  - Mean Reversion
  - Total Return Difference
Tools
- - Basic Tools
  - ETF Charts
  - New Highs / Lows
  - Volatility
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  - Dividend Yield
  - Total Return vs Price Return
  - Advanced / Risk
  - Return vs. Volatilty
  - Down Day Stats
  - Monthly Returns
  - Volatility Target Test
  - Trend Quadrants
  - Max Drawdown
  - Tacking Error
  - Relative Strength
  - Relative Strength Reader
  - Portfolio Screener Ranks
  - Sequential RS Screener
Summary
- - Equities
  - U.S. Equity
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  - Recent Additions
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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

Relative Strength Composite options

We have upgraded the Core-Satellite, Core-Regime RS and Advanced RS Pro backtests. Core-Satellite backtest Annual subscribers, both pro and regular, now have the option to switch between employing 3-fact ...

Backtest Settings: Save & Load

The load and save settings function on all relevant backtests now displays the date that each of the settings were last loaded. click image to view full size version The last loaded dates will ...

How to monitor a moving average strategy

Q. "How can I check for moving average crossovers on the ETFs in my portfolio each month?” A.

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 ...

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