Notes:
ETF had sufficient history to qualify for consideration from the very start of the
backtest.
For details of how the 3 factor model calculates relative strength see
how the screener works
Volatility is the annualized standard deviation of daily returns.
If monthly dividend paying fixed-income mutual funds are used, the backtest assumes
the standard calculation of
Total Return applies. Partial period prorated dividend
accounting is not considered.
By allowing you to evaluate how strategies have performed in the past, testing can
be used to both validate your ideas and to provide an indication of the expected
returns and risk.
ETFreplay provides this tool for information purposes only and in no way does it
reflect investment advice.