Vanguard S&P 500 (VOO) Daily/Weekly Backtest Results
*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 27 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (88.89% * 7.86%) + (11.11% * 0.97%) - (0% * 0%) = 7.09%.
Wins: 24 Breakevens: 3 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:
= profit point not achieved.
= profit point achieved with CAGR above 15%.
= profit point achieved with CAGR of between 5% and 15%.
= 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% | |||
| 06 March 2026 MEDIUM smart_toy0.839 factory0.418 | 50 Day Low | $ 618.88 | |||||
| 07 April 2025 HIGH smart_toy0.917 factory0.846 FIRE SALE | 50 Day Low | $ 456.55 | |||||
| 04 March 2025 MEDIUM smart_toy0.879 factory0.794 | 50 Day Low | $ 529.91 | |||||
| 05 August 2024 MEDIUM smart_toy0.773 factory0.893 | 50 Day Low | $ 471.22 | |||||
| 25 October 2023 HIGH smart_toy0.957 factory0.837 | 50 Day Low | $ 380.27 | |||||
| 22 September 2023 MEDIUM smart_toy0.629 factory0.576 | 50 Day Low | $ 390.84 | |||||
| 23 September 2022 HIGH smart_toy0.921 factory0.853 FIRE SALE | 50 Day Low | $ 329.16 | |||||
| 13 June 2022 MEDIUM smart_toy0.844 factory0.897 FIRE SALE | 50 Day Low | $ 333.52 | |||||
| 02 May 2022 MEDIUM smart_toy0.828 factory0.8 | 50 Day Low | $ 365.40 | |||||
| 23 February 2022 HIGH smart_toy0.674 factory0.583 | 50 Day Low | $ 376.50 | |||||
| 20 January 2022 MEDIUM smart_toy0.841 factory0.603 | 50 Day Low | $ 396.81 | |||||
| 04 October 2021 MEDIUM smart_toy0.772 factory0.604 | 50 Day Low | $ 378.39 | |||||
| 26 February 2020 MEDIUM smart_toy0.863 factory0.817 | 50 Day Low | $ 266.86 | |||||
| 29 May 2019 MEDIUM smart_toy0.64 factory0.945 | 50 Day Low | $ 234.14 | |||||
| 24 December 2018 HIGH smart_toy0.887 factory0.876 FIRE SALE | 50 Day Low | $ 197.85 | |||||
| 20 November 2018 MEDIUM smart_toy0.839 factory0.837 | 50 Day Low | $ 220.20 | |||||
| 11 October 2018 MEDIUM smart_toy0.797 factory0.851 | 50 Day Low | $ 228.54 | |||||
| 02 April 2018 MEDIUM smart_toy0.799 factory0.548 | 50 Day Low | $ 214.18 | |||||
| 01 November 2016 MEDIUM smart_toy0.765 factory0.549 | 50 Day Low | $ 169.44 | |||||
| 27 June 2016 MEDIUM smart_toy0.784 factory0.883 | 50 Day Low | $ 159.50 | |||||
| 09 February 2016 HIGH smart_toy0.927 factory0.902 FIRE SALE | 50 Day Low | $ 145.02 | |||||
| 04 January 2016 MEDIUM smart_toy0.857 factory0.76 FIRE SALE | 50 Day Low | $ 157.85 | |||||
| 20 August 2015 MEDIUM smart_toy0.822 factory0.873 | 50 Day Low | $ 159.60 | |||||
| 29 June 2015 MEDIUM smart_toy0.416 factory0.872 | 50 Day Low | $ 160.78 | |||||
| 13 October 2014 MEDIUM smart_toy0.913 factory0.766 | 50 Day Low | $ 144.72 | |||||
| 03 February 2014 LOW smart_toy0.906 factory0.826 | 50 Day Low | $ 132.91 | |||||
| 08 November 2012 MEDIUM smart_toy0.901 factory0.757 | 50 Day Low | $ 101.88 | |||||
| 14 May 2012 MEDIUM smart_toy0.797 factory0.84 | 50 Day Low | $ 97.40 | |||||
| 03 October 2011 LOW smart_toy0.975 factory0.929 FIRE SALE | 50 Day Low | $ 79.75 | |||||
| 03 August 2011 LOW smart_toy0.479 factory0.378 | 50 Day Low | $ 89.94 | |||||
| 06 June 2011 LOW smart_toy0.769 factory0.385 | 50 Day Low | $ 92.11 | |||||
The data for Vanguard S&P 500 (exchange: ARCX symbol: VOO) was last updated 30 May 2026 15:00. Data for this ETF is available from 09 Sep 2010 - 29 May 2026.