ETFreplay
Analysis and backtesting tools for ETF investing strategies
About ETFreplay
ETFreplay is a web-based research and backtesting platform for Exchange Traded Fund investors. It provides charting, screening, and strategy backtesting tools covering 600+ of the most active U.S. ETFs, representing over 98% of daily trading volume. Investors can test portfolio allocations, moving average strategies, and relative strength rotations using historical data going back to 1999.
Pros & Cons
Pros
- Covers 600+ ETFs representing 98%+ of U.S. daily trading volume
- Powerful backtesting engine for multiple strategy types
- Historical data going back to 1999 for robust strategy validation
- Clean web-based interface with no software installation needed
- Focused exclusively on ETFs for streamlined analysis workflows
- Affordable pricing compared to institutional-grade analytics tools
Cons
- Limited to U.S. Exchange Traded Funds only, no international coverage
- Free tier is very restricted with only 5 ETFs for backtesting
- No mobile app available, web-only platform
- Lacks fundamental analysis tools, focuses purely on technical/quantitative
- No direct brokerage integration for executing discovered strategies
Key Features
ETF Backtesting
Test portfolio allocations, moving average, channel, ratio, and relative strength strategies against historical data
Relative Strength Screener
Screen and rank ETFs by relative strength using return and volatility factors
ETF Charts
Interactive charts showing returns, volatility, correlations, and dividend yields
Portfolio Backtesting
Test multi-ETF portfolio allocation combinations with customizable weights and rebalancing
Historical Data
Access ETF data from December 1999 or 2002 for long-term strategy validation
Saved Strategies
Save and load up to 20 favorite backtest configurations per strategy type
New Highs/Lows
Track ETFs hitting new price highs and lows to identify trends and reversals
Core-Regime Relative Strength
Advanced Pro-level strategy backtesting for regime-based rotation approaches
Pricing
- Limited screener (top 100 ETFs)
- Basic single-ETF backtests (5 ETFs)
- Basic relative strength (11 symbols)
- No portfolio saving
- Full ETF screener
- All strategy backtesting
- Create & save portfolios
- 20 saved favorites per backtest
- Data from Dec 1999/2002
- Everything in monthly plan
- Save ~33% vs monthly billing
- Full historical data access
- Portfolio allocation backtesting
- Everything in Subscription
- Core-Regime Relative Strength
- Fee deduction options
- Advanced ratio analysis
Best For
ETF Strategy Development
Backtest and validate rotation, momentum, and moving average strategies before deploying real capital
Portfolio Allocation Research
Test different ETF allocation combinations to find optimal risk-adjusted returns
Relative Strength Screening
Identify the strongest-performing ETFs across multiple timeframes for trend-following strategies
Drawdown Analysis
Evaluate historical drawdowns of strategies to assess risk tolerance before investing
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