Energy Sector SPDR Fund (XLE) 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 XLE'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: 7.42%. Win rate: 88.24%. Sharpe Ratio: -0.916. Maximum drawdown: -15.07% on 31 May 2023.
Mean CAGR: 132.48%. Time in market: 1764 days. Hypothetical return: $1000 would be worth $2034.74 on 02 April 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 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 17 signal(s) occurring before 03 August 2024 for a 7.5% profit target: (88.24% * 8.29%) + (11.76% * 0.88%) - (0% * 0%) = 7.42%.
Wins: 15 Breakevens: 2 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.

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%
31 July 2026 bubble_chart	Mega Dump Lite	$ 59.24	35	44	100	88	83	46	schedule	schedule	schedule	schedule	schedule
29 June 2026 bubble_chart	Mega Dump Lite	$ 53.78	30	39	100	87	85	40	schedule	schedule	schedule	schedule	schedule
22 April 2026 bubble_chart	Mega Dump Lite	$ 56.45	28	31	100	86	84	36	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	schedule	schedule
13 May 2025 bubble_chart	Mega Dump Lite	$ 42.69	35	36	100	86	85	43	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt
10 April 2025 bubble_chart	Mega Dump Lite	$ 39.30	91	85	100	82	86	94	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
27 January 2025 bubble_chart	Mega Dump Lite	$ 45.34	39	67	100	87	88	55	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
24 December 2024 bubble_chart	Mega Dump Lite	$ 42.20	40	75	100	85	88	58	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
08 August 2024 bubble_chart	Mega Dump Lite	$ 44.20	36	37	100	84	91	44	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box
13 November 2023 bubble_chart	Mega Dump Lite	$ 41.89	45	77	100	78	94	62	select_check_box	select_check_box	select_check_box	select_check_box electric_bolt	select_check_box
09 October 2023 bubble_chart	Mega Dump Lite	$ 44.16	24	50	100	81	94	38	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
23 May 2023 bubble_chart	Mega Dump Lite	$ 40.06	37	45	100	91	96	48	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
21 April 2023 bubble_chart	Mega Dump Lite	$ 42.69	33	34	100	100	100	41	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
21 March 2023 bubble_chart	Mega Dump Lite	$ 39.92	62	67	100	100	100	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_bolt	select_check_box
17 January 2023 bubble_chart	Mega Dump Lite	$ 45.08	69	70					select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
13 December 2022 bubble_chart	Mega Dump Lite	$ 42.80	71	72					select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box
01 November 2022 bubble_chart	Mega Dump Lite	$ 45.13	69	70					select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
29 September 2022 bubble_chart	Mega Dump Lite	$ 35.80	80	86					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
01 August 2022 bubble_chart	Mega Dump Lite	$ 37.67	67	59					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_boltelectric_bolt
28 June 2022 bubble_chart	Mega Dump Lite	$ 36.99	81	79					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
28 April 2022 bubble_chart	Mega Dump Lite	$ 36.93	61	81					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
18 March 2022 bubble_chart	Mega Dump Lite	$ 35.44	21	77					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
24 August 2021	Mega Dump Lite	$ 22.56	40	57					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_boltelectric_bolt
22 July 2021	Mega Dump Lite	$ 22.90	35	60					select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_boltelectric_bolt
26 March 2021	Mega Dump Lite	$ 23.29	30	49					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
03 February 2021	Mega Dump Lite	$ 18.79	39	44					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

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