SPDR S&P Insurance (US) (KIE) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to KIE's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 7.51%.   Win rate: 92.31%.   Sharpe Ratio: -0.761.   Maximum drawdown: -39.28% on 23 March 2020.
Mean CAGR: 66.46%. Time in market: 1595 days.   Hypothetical return: $1000 would be worth $2030.78 on 14 September 2023.
Key: change_history : profitable trade change_history : breakeven trade (minimal loss after 2 years) change_history : losing trade (not profitable in a 2 year timeframe)


*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.

Calculations for US Insurance Companies

Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.

Expectancy calculation for 13 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (92.31% * 7.97%) + (7.69% * 2.00%) - (0% * 0%) = 7.51%.
Wins: 12 Breakevens: 1 Losses: 0

To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.

The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.

 

50 day low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 50 day low entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.

Key:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = profit point achieved but CAGR was less than 5%.

Signal Date and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
30 March 2026   MEDIUM   smart_toy0.667  factory0.477   50 Day Low $ 54.14 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule
24 February 2026   MEDIUM   smart_toy0.605  factory0.398   50 Day Low $ 56.68 schedule schedule schedule schedule schedule
23 January 2026   MEDIUM   smart_toy0.814  factory0.533   50 Day Low $ 58.04 schedule schedule schedule schedule schedule
17 October 2025   MEDIUM   smart_toy0.765  factory0.529   50 Day Low $ 56.52 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule schedule
29 July 2025   MEDIUM   smart_toy0.574  factory0.315   50 Day Low $ 56.96 select_check_box electric_bolt select_check_box schedule schedule schedule
07 April 2025   MEDIUM   smart_toy0.914  factory0.899   FIRE SALE 50 Day Low $ 53.86 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
10 January 2025   HIGH   smart_toy0.708  factory0.658   50 Day Low $ 54.56 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
10 March 2023   MEDIUM   smart_toy0.633  factory0.83   50 Day Low $ 40.17 select_check_box select_check_box select_check_box select_check_box select_check_box
23 September 2022   MEDIUM   smart_toy0.884  factory0.896   FIRE SALE 50 Day Low $ 36.40 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
14 June 2022   MEDIUM   smart_toy0.861  factory0.902   FIRE SALE 50 Day Low $ 37.04 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
12 May 2022   MEDIUM   smart_toy0.931  factory0.907   FIRE SALE 50 Day Low $ 37.84 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
07 March 2022   HIGH   smart_toy0.872  factory0.6   50 Day Low $ 38.38 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
08 July 2021   MEDIUM   smart_toy0.694  factory0.424   50 Day Low $ 37.57 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
26 February 2020   MEDIUM   smart_toy0.832  factory0.857   50 Day Low $ 34.42 select_check_box select_check_box select_check_box select_check_box select_check_box
11 December 2018   HIGH   smart_toy0.794  factory0.868   50 Day Low $ 28.05 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
11 October 2018   HIGH   smart_toy0.634  factory0.839   50 Day Low $ 29.77 select_check_box select_check_box select_check_box select_check_box select_check_box
27 June 2018   HIGH   smart_toy0.801  factory0.897   50 Day Low $ 28.63 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
06 February 2018   MEDIUM   smart_toy0.864  factory0.547   50 Day Low $ 28.76 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
05 September 2017   LOW   smart_toy0.742  factory0.356   50 Day Low $ 27.36 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
24 June 2016   LOW   smart_toy0.67  factory0.369   50 Day Low $ 21.36 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt

 

The data for SPDR S&P Insurance (US) (exchange: ARCX symbol: KIE) was last updated 30 May 2026 15:00. Data for this ETF is available from 11 Feb 2016 - 29 May 2026.