Financial Sector SPDR Fund (XLF) 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 XLF'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: 1.32%. Win rate: 76.19%. Sharpe Ratio: -1.229. Maximum drawdown: -79.21% on 09 March 2009.
Mean CAGR: 107.25%. Time in market: 4318 days. Hypothetical return: $1000 would be worth $645.89 on 26 October 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 US Financials

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 21 signal(s) occurring before 03 August 2024 for a 7.5% profit target: (76.19% * 9.52%) + (9.52% * 0.03%) - (14.29% * 41.57%) = 1.32%.
Wins: 16 Breakevens: 2 Losses: 3

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%
26 September 2022	52 Week Low	$ 30.69	99	71	100	65	80	91	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
14 July 2022	52 Week Low	$ 30.72	98	80	100	64	78	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_bolt	select_check_box
14 June 2022	52 Week Low	$ 31.49	97	82	100	64	78	94	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
10 June 2022	52 Week Low	$ 32.78	93	77	100	64	78	90	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box
12 May 2022	52 Week Low	$ 33.04	97	84	100	67	85	95	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	select_check_box	select_check_box
29 April 2022	52 Week Low	$ 35.04	85	76	100	65	84	85	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
09 March 2020	52 Week Low	$ 20.84	75	52	100	83	90	73	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
10 December 2018	52 Week Low	$ 22.04	88	72	100	85	92	88	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
24 October 2018	52 Week Low	$ 22.63	76	61	100	87	90	77	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box	select_check_box	select_check_box
13 January 2016	52 Week Low	$ 15.13	94	68	100	69	65	88	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box electric_bolt
22 September 2011	52 Week Low	$ 7.36	98	67					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_boltelectric_bolt
08 August 2011	52 Week Low	$ 7.96	65	63					select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt
24 August 2010	52 Week Low	$ 8.46	95	89					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_bolt
02 March 2009	52 Week Low	$ 4.39	99	83					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 January 2009	52 Week Low	$ 5.24	99	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_bolt
11 November 2008	52 Week Low	$ 8.05	98	89					select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
07 October 2008	52 Week Low	$ 10.23	98	83					select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
18 June 2008	52 Week Low	$ 13.29	98	80					select_check_box	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
06 March 2008	52 Week Low	$ 14.33	98	78					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_bolt	disabled_by_default
04 January 2008	52 Week Low	$ 16.17	99	70					select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	disabled_by_default	disabled_by_default	disabled_by_default
05 November 2007	52 Week Low	$ 18.04	98	63					disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default

The data for Financial Sector SPDR Fund (exchange: ARCX symbol: XLF) was last updated 13 Aug 2026 07:17. Data for this ETF is available from 03 Jan 2000 - 10 Aug 2026.