Category: Video
Jun 20, 2020
in Backtest, Video, Sequential RS
Note: during the launch of our new application called Sequential Relative Strength, we are allowing all accounts to create portfolios using individual stocks. This app module is able to expand on the core Portfolio Relative Strength and add a 2nd stage to help improve entry points.
The idea behind this module is to more easily combine intermediate-term relative strength with short-term mean reversion. Short term weakness within a strong long-term trend is normal. Try running your backtest with this mean-reversion added and then compare it to a model which does the opposite. Analyze the results. Think about the volatility of the resulting equity curve. Look at sub-periods. Are the results highly lumpy? Were the results achieved in earlier years but fade in recent years? These are some of the things ETFreplay was created to do -- not just look at the return of a strategy -- but to decompose it and analyze it to try to find something that is more robust. #STUDY
to expand video on screen, click the '4 expanding arrows' icon in the bottom right corner of the video screen. Use the settings icon to change to 1080 quality if it seems at all blurry
Dec 16, 2019
in Relative Strength, Mean Reversion, Video
Layering 2 strategies on top of each other for better return -- and importantly this can improve the consistency on a year-to-year basis. The mean reversion strategies tend to add more return when things are volatile -- but less relative to the benchmark when the market is rising on low volatility. That said, low volatility uptrends are often an excellent environment for absolute gains anyway and you will naturally participate in such a market because mean-reversion has zero market timing associated with it. That is, sometimes you will just track rather than outperform a low-volatility uptrend.... and that is a good thing.
to expand video on screen, click the '4 expanding arrows' icon in the bottom right corner of the video screen
Aug 27, 2019
in Mean Reversion, Video
A video to demonstrate mean-regression on ETFreplay.com and some concepts related specifically to ETF mean-regression.
to expand video on screen, click the '4 expanding arrows' icon in the bottom right corner of the video screen
Mar 05, 2019
in Video, Dashboards
We have added Dashboards as a new feature to the website so that subscribers can easily view multiple models and/or markets in one place.
Dashboards can be used in numerous different ways, including:
- to view market activity from various angles with a mixture of several different models
- to look at one model applied to several different ETFs / markets
- to monitor different variations of a single model
etc etc.
Most importantly, you have the choice of how to set up your own personal dashboard(s).
To create a dashboard:
- From 'My Account' in the top menu, choose 'My Dashboards'
- Click 'Add Dashboard' button in the top right corner, enter a name and click save
- A dashboard with 6 empty windows will now appear
- Click the 'Add Item' button in top right corner of one of the empty windows
- Choose between:
- 'Screener'
- 'Ranks'
- 'Ratio Chart'
- 'MA Chart'
- 'MA List'
- 'Channel Chart'
- Enter the rest of the required details, click 'Save' and the desired chart or table will appear in the window.
- Repeat steps 4, 5 and 6 for the other empty windows, up to a total of 6 per dashboard
- Items can be edited / removed by clicking 'Edit Item' in the top right corner of the required window
- The 'through' date can be changed via the calendar control in the top left corner
The video below demonstrates one way to use ETFreplay Dashboards:
to expand video on screen, click the 'expanding arrows' icon in the bottom right corner of the video screen
Oct 17, 2018
in Relative Strength, Video
An updated video for the Advanced Relative Strength Backtest (and we simultaneously provide a brief overview of ETFreplay as well in the beginning of this video). The public video below uses the following subscriber-only backtest Advanced Relative Strength Backtest
to expand video on screen, click the '4 expanding arrows' icon in the bottom right corner of the video screen