Energy Sector SPDR Fund (XLE) 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 US Energy
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 10 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (100% * 8.43%) + (0% * 0%) - (0% * 0%) = 8.43%.
Wins: 10 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.
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% | |||
| 04 April 2025 MEDIUM smart_toy0.97 factory0.684 FIRE SALE | 50 Day Low | $ 40.60 | |||||
| 17 December 2024 MEDIUM smart_toy0.712 factory0.503 | 50 Day Low | $ 43.30 | |||||
| 09 September 2024 MEDIUM smart_toy0.403 factory0.471 | 50 Day Low | $ 43.22 | |||||
| 05 August 2024 MEDIUM smart_toy0.687 factory0.825 | 50 Day Low | $ 43.24 | |||||
| 29 May 2024 MEDIUM smart_toy0.6 factory0.303 | 50 Day Low | $ 45.68 | |||||
| 17 January 2024 MEDIUM smart_toy0.834 factory0.457 | 50 Day Low | $ 39.98 | |||||
| 12 December 2023 MEDIUM smart_toy0.736 factory0.411 | 50 Day Low | $ 40.69 | |||||
| 07 November 2023 HIGH smart_toy0.795 factory0.746 | 50 Day Low | $ 42.10 | |||||
| 05 October 2023 HIGH smart_toy0.766 factory0.794 | 50 Day Low | $ 42.44 | |||||
| 31 May 2023 HIGH smart_toy0.908 factory0.578 | 50 Day Low | $ 38.33 | |||||
| 10 March 2023 MEDIUM smart_toy0.782 factory0.787 | 50 Day Low | $ 41.58 | |||||
| 23 June 2022 HIGH smart_toy0.992 factory0.925 FIRE SALE | 50 Day Low | $ 35.34 | |||||
| 20 December 2021 LOW smart_toy0.84 factory0.51 | 50 Day Low | $ 25.25 | |||||
| 19 August 2021 LOW smart_toy0.969 factory0.365 | 50 Day Low | $ 21.52 | |||||
| 15 July 2021 LOW smart_toy0.976 factory0.368 | 50 Day Low | $ 23.48 | |||||
The data for Energy Sector SPDR Fund (exchange: ARCX symbol: XLE) was last updated 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.