Backtest ETF Strategies
Backtesting tools are organized into groups and ordered by complexity, with simpler backtests appearing at the top of each group. Newer users are advised to start with simpler backtests before going on to use more sophisticated versions.
Allocation
Combine ETFs into a portfolio and backtest the performance. Test Buy & Hold or rebalancing rules.
Compare the peformance of two different allocation combinations
[Video]
Ratio
Test a strategy based on the relative performance of a Risk-On and Risk-Off ETF
Backtest investing in the ratio security from each of multiple different MA lengths
[Blog]
New!
Backtest ratio moving average strategies on your portfolios
Examine the Ratio MA history for each ETF in your portfolio
Create and test a balanced strategy using ratios on 2 separate portfolios
Regime
Backtest using regime change to switch between different portfolio allocations
[Blog]
[Video]
Backtest employing relative strength rotation with a regime switch
[Blog]
Test strategies that combine core positions with portfolio regime switching
Pro Subscription
Combine core holdings with a regime based relative strength tactical satellite
Pro Subscription
[Video]
Moving Average
Test moving average strategies on your chosen ETF. Use a single MA or 2 MA crossover.
SMA or EMA.
Free!
Test daily or monthly moving average timing strategies on your portfolios
[Blog]
View the MA strategy history for each ETF in your portfolio
Relative Strength
See the results of rotating into the highest Relative Strength ETF over time.
Free!
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Read Blog]
Backtest investing in the top (or bottom) ranked ETF(s) from each of multiple RS lookback periods.
[Video]
Test the performance of investing in your portfolio's top (or bottom) relative strength ETFs
[Video]
[Blog]
Backtest up to 100 ETFs across multiple portfolio lists -- test long or short; top
or bottom
[Video]
Backtest a two stage relative strength process
[Video]
Imported
Import a list of ETF trades and backtest their performance
Forward Testing
Forward test environment; convert backtesting and research into portfolios and share them with fellow subscribers
[Blog]
Channel
Test a percentile channel trend following strategy on your chosen ETF
Free!
Backtest daily, weekly or monthly channel strategies on your portfolios.
[Blog]
Observe the channel strategy history for each ETF in your portfolio
Parallel Relative Strength
Test simultaneously buying the top (or bottom) ETFs from up to 3 separate portfolios
[Video]
Advanced Relative Strength with 4 portfolios & fee deduction options
Pro Subscription
[Video]
Diversify strategies by combining rebalanced core holdings with tactical relative
strength satellites
[Video]
Mean Reversion Trading
Backtest investing in the underperformer of two highly related securities and holding it until it outperforms.
Free!
[Blog]