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

Buy indicator: 52 Week Low 26 Week Low 50 day low Rate of Change Super Oversold Mega Dump MegaDump Lite Double Bottom
Williams %R (Weekly) Large Gap Down Super Oversold from 52W/RoC/MD Best Buy Signals [ What are these indicators? | Switch to KIE's monthly backtests ]
Fixed profit target: 5% 6% 7.5% 10% 20% -or- Use trailing stop losses.
Show signal scores help.
Expectancy: 8.18%. Win rate: 100%. Sharpe Ratio: 1.148. Maximum drawdown: -36.90% on 23 March 2020.
Mean CAGR: 99.55%. Time in market: 1379 days. Hypothetical return: $1000 would be worth $2179.54 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 12 signal(s) occurring before 22 April 2024 for a 7.5% profit target: (100% * 8.18%) + (0% * 0%) - (0% * 0%) = 8.18%.
Wins: 12 Breakevens: 0 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.

Williams %R (Weekly) Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Williams %R (Weekly) 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%
27 March 2026 MEDIUM smart_toy0.592	Williams %R (Weekly)	$ 54.14	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	schedule	schedule
23 February 2026 MEDIUM smart_toy0.579	Williams %R (Weekly)	$ 57.04	schedule	schedule	schedule	schedule	schedule
01 August 2025 MEDIUM smart_toy0.571	Williams %R (Weekly)	$ 55.93	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box	schedule	schedule
07 April 2025 MEDIUM FIRE SALE smart_toy0.914	Williams %R (Weekly)	$ 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	Williams %R (Weekly)	$ 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 FIRE SALE smart_toy0.633	Williams %R (Weekly)	$ 40.17	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
26 September 2022 MEDIUM FIRE SALE smart_toy0.872	Williams %R (Weekly)	$ 35.84	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 electric_bolt
16 June 2022 MEDIUM smart_toy0.935	Williams %R (Weekly)	$ 36.24	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
12 May 2022 MEDIUM FIRE SALE smart_toy0.931	Williams %R (Weekly)	$ 37.84	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box	select_check_box	select_check_box
08 March 2022 HIGH smart_toy0.871	Williams %R (Weekly)	$ 37.96	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box
19 July 2021 MEDIUM smart_toy0.564	Williams %R (Weekly)	$ 36.96	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
27 February 2020 HIGH FIRE SALE smart_toy0.694	Williams %R (Weekly)	$ 33.12	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
11 December 2018 HIGH FIRE SALE smart_toy0.794	Williams %R (Weekly)	$ 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
24 October 2018 HIGH FIRE SALE smart_toy0.856	Williams %R (Weekly)	$ 28.35	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	select_check_box	select_check_box electric_bolt
08 February 2018 MEDIUM FIRE SALE smart_toy0.846	Williams %R (Weekly)	$ 28.71	select_check_box electric_bolt	select_check_box	select_check_box	select_check_box	select_check_box
05 September 2017 LOW smart_toy0.742	Williams %R (Weekly)	$ 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
27 June 2016 LOW smart_toy0.931	Williams %R (Weekly)	$ 20.80	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_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 Apr 2026 07:00. Data for this ETF is available from 11 Feb 2016 - 29 Apr 2026.