SPDR Biotech (XBI) Daily/Weekly Backtest Results corporate_fare

Signal: 52 Week Low 26 Week Low 50 day low Simple Mean Reversion Simple Mean Reversion (RoC) Gap Up Rate of Change
Super Oversold Mega Dump MegaDump Lite Double Bottom Williams %R (Weekly) Large Gap Down Super Oversold from 52W/RoC/MD/DB/OR
Collapsed Bubble Collapsed Bubble (RoC) Oversold Rebound Best Buy Signals [ What are these? | Switch to XBI's monthly backtests ]
Fixed profit target: 5% 6% 7.5% 10% 20% -or- Use trailing stop losses.
Show signal scores: On Off Scores: All Low Medium High Very High Market sector score: All Low High [ What are these scores? ]
Expectancy: -1.90%. Win rate: 68.00%. Sharpe Ratio: -2.141. Maximum drawdown: -54.39% on 12 May 2022.
Mean CAGR: 86.5%. Time in market: 6785 days. Hypothetical return: $1000 would be worth $588.50 on 11 July 2024.
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 Biotech

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 25 signal(s) occurring before 03 August 2024 for a 7.5% profit target: (68.00% * 8.81%) + (4.00% * 0.44%) - (28.00% * 28.26%) = -1.90%.
Wins: 17 Breakevens: 1 Losses: 7

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.

MegaDump Lite Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each MegaDump Lite 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%
04 August 2026	Mega Dump Lite	$ 150.32	39	18	71	89	45	38	schedule	schedule	schedule	schedule	schedule
16 June 2025	Mega Dump Lite	$ 83.54	34	27	68	87	49	39	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
13 May 2025	Mega Dump Lite	$ 78.42	43	25	68	86	52	44	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
10 April 2025	Mega Dump Lite	$ 72.19	93	78	67	82	52	94	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_boltelectric_bolt
07 March 2025	Mega Dump Lite	$ 87.04	41	39	66	83	51	48	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt
27 January 2025	Mega Dump Lite	$ 92.32	36	40	66	84	51	46	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt
24 December 2024	Mega Dump Lite	$ 91.96	45	42	66	82	52	53	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
21 November 2024	Mega Dump Lite	$ 94.20	47	36	64	86	52	51	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box	select_check_box	select_check_box	select_check_box
08 August 2024	Mega Dump Lite	$ 93.98	37	23	63	81	54	39	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	select_check_box
28 May 2024	Mega Dump Lite	$ 89.90	26	28	58	89	61	34	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_boltelectric_bolt	select_check_box
23 April 2024	Mega Dump Lite	$ 84.54	22	23	53	89	56	30	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_boltelectric_bolt
21 March 2024	Mega Dump Lite	$ 95.85	27	49	46	94	51	42	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
17 November 2023	Mega Dump Lite	$ 71.70	65	40	75	87	76	62	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt
16 October 2023	Mega Dump Lite	$ 69.91	43	35	75	89	76	48	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt
12 September 2023	Mega Dump Lite	$ 78.94	30	34	75	89	80	39	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 August 2023	Mega Dump Lite	$ 79.78	29	19	66	94	76	32	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt
10 July 2023	Mega Dump Lite	$ 82.99	29	18	80	93	85	32	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt
03 April 2023	Mega Dump Lite	$ 76.58	44	39					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
01 March 2023	Mega Dump Lite	$ 82.96	61	62					select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box
31 October 2022	Mega Dump Lite	$ 82.76	69	69					select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
27 September 2022	Mega Dump Lite	$ 76.83	79	72					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
24 August 2022	Mega Dump Lite	$ 88.74	73	41					select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
22 June 2022	Mega Dump Lite	$ 70.38	77	88					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_boltelectric_boltelectric_bolt
20 May 2022	Mega Dump Lite	$ 70.34	83	86					select_check_box electric_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
18 April 2022	Mega Dump Lite	$ 85.48	43	58					select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box
15 March 2022	Mega Dump Lite	$ 81.82	62	72					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
11 February 2022	Mega Dump Lite	$ 94.08	48	60					disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
10 January 2022	Mega Dump Lite	$ 102.58	42	43					disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
07 December 2021	Mega Dump Lite	$ 113.37	49	52					disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
20 July 2021	Mega Dump Lite	$ 127.60	36	27					select_check_box electric_bolt	select_check_box electric_bolt	disabled_by_default	disabled_by_default	disabled_by_default
14 June 2021	Mega Dump Lite	$ 136.39	27	14					disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
11 May 2021	Mega Dump Lite	$ 122.08	33	26					select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	disabled_by_default
09 April 2021	Mega Dump Lite	$ 131.28	34	15					select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	disabled_by_default	disabled_by_default	disabled_by_default
09 March 2021	Mega Dump Lite	$ 139.21	36	37					select_check_box electric_boltelectric_boltelectric_bolt	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default

The data for SPDR Biotech (exchange: ARCX symbol: XBI) was last updated 13 Aug 2026 07:17. Data for this ETF is available from 04 Jan 2021 - 10 Aug 2026.