Vanguard S&P 500 (VOO) Daily/Weekly Backtest Results

Signal:                
                   
              [ What are these? | Switch to VOO's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 7.36%.   Win rate: 85.71%.   Sharpe Ratio: 3.613.   Maximum drawdown: -10.30% on 23 March 2020.
Mean CAGR: 120.5%. Time in market: 580 days.   Hypothetical return: $1000 would be worth $1527.81 on 01 November 2022.
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 S&P 500

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 7 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (85.71% * 7.80%) + (14.29% * 4.66%) - (0% * 0%) = 7.36%.
Wins: 6 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.

52 Week Low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 52 week 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%.

Date Buy Signal Price Scores Performance (mouseover for details)
Signal Sector WR Speed Risk Overall 5% 6% 7.5% 10% 20%
30 September 2022 52 Week Low $ 320.47 98 82 100 75 79 96 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
13 June 2022 52 Week Low $ 333.52 95 79 100 68 79 92 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
09 May 2022 52 Week Low $ 355.01 84 69 100 74 85 83 select_check_box select_check_box electric_bolt select_check_box select_check_box select_check_box
12 March 2020 52 Week Low $ 215.22 93 85 100 75 88 94 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
17 December 2018 52 Week Low $ 213.99 79 77 100 77 92 83 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
20 January 2016 52 Week Low $ 145.77 97 76 100 49 90 89 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
03 October 2011 52 Week Low $ 79.75 99 69 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 electric_bolt

 

The data for Vanguard S&P 500 (exchange: ARCX symbol: VOO) was last updated 13 Aug 2026 07:17. Data for this ETF is available from 09 Sep 2010 - 12 Aug 2026.