In the ongoing discussion on thermalization in closed quantum many-body systems, the eigenstate thermalization hypothesis has recently been proposed as a universal concept and has attracted considerable attention. So far this concept is, as the name states, hypothetical. The majority of attempts to overcome this hypothetical character are based on exact diagonalization, which implies for, e.g., spin systems a limitation of roughly 15 spins. In this Letter we present an approach that pushes this limit up to system sizes of roughly 35 spins, thereby going significantly beyond what is possible with exact diagonalization. A concrete application to a Heisenberg spin ladder which yields conclusive results is demonstrated.