ETFreplay

What it is

ETFreplay is a browser application for one way of choosing ETFs: by trend. Its centre is a relative-strength screener that ranks a list of funds on two return windows and a volatility window, each weighted by you, and around it sit backtests of the same idea in many shapes — moving-average and channel timing on one fund or a portfolio, ratio crossovers between two funds, relative-strength rotation picking the top few of a list, core-satellite blends, and regime switches between two allocations. A Forward Testing section and dashboards keep the current state of a saved model in view.

What it does not look at is the inside of a fund. There are no holdings, no expense-ratio comparison and no overlap; the unit is a total-return series. That makes it a screener in the literal sense the category uses — it ranks funds against each other — on a criterion most ETF screeners do not offer, and silent on the criteria they do.

The FAQ is plain that the universe is yours to choose: the site assumes you already know which asset classes and sectors you want to rotate among, and offers the Permanent Portfolio, the Ivy Portfolio and its own sample list as starting points rather than as recommendations.

Pricing

A free guest level with no registration, then two paid levels. Subscription is $29.99 a month or $199.90 a year, and opens own lists and portfolios, the whole backtest set with history from 31 December 2002, five saved favourites per backtest, top-10 relative-strength selection and five dashboards. Parameter performance summaries and the RS Composite and Ratio MA Composite backtests come with the annual term only. Pro is $399.90 a year, annual only, and moves history back to 31 December 1999, lifts the limits to 20 favourites, top-20 selection and 20 dashboards, and adds imported data series, core-regime backtests and fee deduction on the advanced relative-strength and core-satellite tests.

There is no free trial, and the terms say no refunds are made: a monthly subscriber keeps access to the next billing date, and an annual subscription is a twelve-month commitment. The terms themselves recommend a month before a year.

Data & coverage

US-listed ETFs only, about 1,500 of them by the vendor's own count, which it says cover more than 98% of US ETP assets; a new fund needs roughly $250 million in assets before it is added. A few index mutual funds fill in history where ETFs are young. Grouped summaries cover US equity, sectors, international and emerging equity, Treasury, credit and international bonds, commodities, REITs and preferreds, and leveraged and inverse products.

Everything is end-of-day and total-return: dividends and distributions are reinvested in every return and moving average, and lookbacks count trading days on a 252-day year. Reports run on the latest close at the moment you click.

Integrations

No API, no broker connection and nothing that trades. Pro subscribers can import their own data series into backtests, the one way data goes in. None of the subscription pages lists an export.

Limitations

• Momentum and trend only. The screener ranks on returns and volatility; there are no holdings, fees, spreads, flows or fund fundamentals anywhere.
• US listings only, and only funds past about $250 million in assets.
• Backtest history starts in 1999 at best and in 2002 on the standard plan, and many ETFs are younger than either.
• No trial and no refunds; the annual plans are non-refundable commitments.
• Several features are annual-only, so the $29.99 monthly plan is not the full product.

Alternatives

For the inside of a fund — overlap, holdings, total cost — use ETF Research Center. For a static allocation backtest over longer index history rather than a rotation rule, Portfolio Visualizer and Testfolio are the usual tools. A European investor choosing UCITS funds needs justETF instead.