ETFreplay

ETF Analysis. Advanced Suite of User-Friendly Backtesting Applications That Run In Your Browser. You can watch 1-min 'Explainer Video' on Homepage For Intro:

[ETFreplay @ETFreplay]

Hey @grok, which is the best website for ETF relative strength backtesting? Short answer

[Jim Carroll @vixologist]

@prpl8 @ETFreplay MOMO model ranks cross section of ETFs using 3 & 6 mo returns and 2 month vol. Nothing magical. Does a decent job spotting trend changes. Here's a snap from yesterday's close. Put the top X in your portfolio. Rebalance to taste. Anything below $BIL is a no-go.

[Eric Balchunas @EricBalchunas]

Hedge funds have tripled their usage of ETFs in the past 3yrs to $300b or 9% of reported 13F assets. They use them for a variety of purposes (incl shorts) but also compete w them = frenemies. Nice look at the HFs w most ETF exposure from @JSeyff in new note on BI ETF.

[ETFreplay @ETFreplay]

@awealthofcs It may be doable but at 42 just go find another job you like and let portfolio triple in 10 years and retire at 52.

[ETFreplay @ETFreplay]

@chamath You know that high net worth clients do not take margin loans. Margin loans are for retail. High net worth people Pledge assets and borrow in a separate arrangement sidecar account. So if you are only taxing margin loans then you are just taxing regular people more.

[ETFreplay @ETFreplay]

@MebFaber Doesnt matter. Just hold the right stuff in January 2026 and then the right stuff in February when we get to it.

[ETFreplay @ETFreplay]

A 2x product and an Alpha product work well together on their own but you can add material value in volatile markets - you can add a lot in months like April 2025.

[ETFreplay @ETFreplay]

If you want to learn what Return Stacking is -- we've had the functionality for many, many years - we just called it being capital efficient. You use leveraged products to get your BETA up to 1.00 and this frees up capital to do uncorrelated alpha products. Like for more.

[ETFreplay @ETFreplay]

@DavidSacks San Francisco is in early innings of a boom

[ETFreplay @ETFreplay]

@NicoGladia the key part of this is that public BDCs dont commit to buying back shares at NAV and the private BDCs do. Loans get reworked all the time though and so cash comes in and it gets reinvested if no there is no redemption obligation. But privates r obligated to repurchase shares

[ETFreplay @ETFreplay]

Which would you rather over time:
1. Buy S&P 500
2. Buy a note with SPX cash return but with 140% participation to upside and also 15% first-loss protection on the downside.

Assume a qualified account (IRA).

[ETFreplay @ETFreplay]

this covers the tech crash and the great financial crisis (2000 - 2013),,, I will post the parameters to this backtest next week as a comment below if this gets any engagement --and can also show updated performance to today.

[ETFreplay @ETFreplay]

'Marjoity Pick' just means going with the ETF with the most timeframes. Whichever lines up on the most timeframes within the chosen high-low range, that is the pick for that period. In this example, just 3mo, 4mo and 5mo are the timerames. (You then have a tiebreaker rule).

[ETFreplay @ETFreplay]

Simplifying RS models. If this gets enough engagement, will show some more examples. https://t.co/PtJ84WsuvM

[ETFreplay @ETFreplay]

@CliffordAsness Blackrock and JP Morgan have 50bps products out there. GS Premium income (GPIX) is at 29bps. Problem is that these products don't offer diversification benefits. Buffered products aren't the interesting part of structured notes market though. Other stuff is more attractive.

[ETFreplay @ETFreplay]

Trading strategy equity curve for something extremely volatile such as Ethereum. This uses Total Return Difference module with the substitute function. It buy short-term momentum and sells short term negative price action.

[ETFreplay @ETFreplay]

If you just recklessly buy and buy volatile securities, you will learn your lesson in time. You will eventually lose so much money that you become scared to play.

[ETFreplay @ETFreplay]

@trendingbitcoin

[ETFreplay @ETFreplay]

@Scaramucci They will do whatever they can hedge. Thats it. They feel they can hedge it so they offer it

[ETFreplay @ETFreplay]

@EricBalchunas @TheBlock__ Not attractive at 16pct. Avoid

[ETFreplay @ETFreplay]

@CliffordAsness @CliffordAsness at a recent conference, one of the alts strategists said if you do MPT optimization on reported priv markets results, you would basically be 100Pct privates. But nobody recommends that so the artificially low vol is being adjusted for by participants