Financial Sector SPDR Fund (XLF) Daily/Weekly Backtest Results corporate_fare

Buy indicator: 52 Week Low 26 Week Low 50 day low Rate of Change Super Oversold Mega Dump MegaDump Lite Double Bottom
Williams %R (Weekly) Large Gap Down Super Oversold from 52W/RoC/MD Best Buy Signals [ What are these indicators? | Switch to XLF's monthly backtests ]
Fixed profit target: 5% 6% 7.5% 10% 20% -or- Use trailing stop losses.
Show signal scores help.
Expectancy: -0.15%. Win rate: 76.92%. Sharpe Ratio: -1.574. Maximum drawdown: -80.83% on 09 March 2009.
Mean CAGR: 116.7%. Time in market: 5830 days. Hypothetical return: $1000 would be worth $759.95 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 26 signal(s) occurring before 22 April 2024 for a 7.5% profit target: (76.92% * 9.03%) + (7.69% * 0.26%) - (15.38% * 46.27%) = -0.15%.
Wins: 20 Breakevens: 2 Losses: 4

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.

26 week low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 26 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%.

Signal Date and Score	Buy Signal	Price	Performance (mouseover for details)
			5%	6%	7.5%	10%	20%
30 March 2026 LOW smart_toy0.718	26 Week Low	$ 48.30	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	schedule	schedule
24 February 2026 MEDIUM smart_toy0.846	26 Week Low	$ 50.72	schedule	schedule	schedule	schedule	schedule
07 April 2025 MEDIUM FIRE SALE smart_toy0.958	26 Week Low	$ 43.46	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
26 September 2022 MEDIUM FIRE SALE smart_toy0.964	26 Week Low	$ 30.69	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 MEDIUM FIRE SALE smart_toy0.956	26 Week Low	$ 30.72	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_bolt	select_check_box
10 June 2022 MEDIUM FIRE SALE smart_toy0.961	26 Week Low	$ 32.78	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box
26 April 2022 MEDIUM FIRE SALE smart_toy0.822	26 Week Low	$ 35.57	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
07 March 2022 HIGH FIRE SALE smart_toy0.866	26 Week Low	$ 36.38	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box	select_check_box
06 March 2020 LOW FIRE SALE smart_toy0.98	26 Week Low	$ 23.11	select_check_box	select_check_box electric_bolt	select_check_box	select_check_box	select_check_box electric_bolt
10 December 2018 LOW FIRE SALE smart_toy0.95	26 Week Low	$ 22.04	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
23 October 2018 LOW smart_toy0.435	26 Week Low	$ 22.79	select_check_box electric_boltelectric_bolt	select_check_box	select_check_box	select_check_box	select_check_box
26 June 2018 LOW smart_toy0.753	26 Week Low	$ 23.59	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box
13 January 2016 LOW FIRE SALE smart_toy0.889	26 Week Low	$ 15.13	select_check_box	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box	select_check_box electric_bolt
24 August 2015 LOW FIRE SALE smart_toy0.879	26 Week Low	$ 15.21	select_check_box electric_boltelectric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	select_check_box
22 September 2011 HIGH FIRE SALE smart_toy0.985	26 Week Low	$ 7.36	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
19 August 2011 HIGH FIRE SALE smart_toy0.977	26 Week Low	$ 7.69	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 electric_bolt
18 July 2011 LOW smart_toy0.784	26 Week Low	$ 9.31	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
07 June 2011 LOW smart_toy0.491	26 Week Low	$ 9.43	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
24 August 2010 LOW FIRE SALE smart_toy0.81	26 Week Low	$ 8.46	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
01 July 2010 LOW smart_toy0.558	26 Week Low	$ 8.59	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 electric_bolt
02 March 2009 HIGH FIRE SALE smart_toy0.906	26 Week Low	$ 4.39	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_boltelectric_boltelectric_bolt	select_check_box electric_boltelectric_boltelectric_bolt
20 January 2009 HIGH FIRE SALE smart_toy0.996	26 Week Low	$ 5.24	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 HIGH smart_toy0.727	26 Week Low	$ 8.05	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
07 October 2008 HIGH smart_toy0.934	26 Week Low	$ 10.23	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
18 June 2008 MEDIUM smart_toy0.703	26 Week Low	$ 13.29	select_check_box	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
06 March 2008 MEDIUM smart_toy0.879	26 Week Low	$ 14.33	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 LOW smart_toy0.941	26 Week Low	$ 16.17	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	disabled_by_default	disabled_by_default	disabled_by_default
05 November 2007 LOW smart_toy0.707	26 Week Low	$ 18.04	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
26 July 2007 LOW smart_toy0.812	26 Week Low	$ 19.56	select_check_box electric_bolt	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 30 Apr 2026 07:46. Data for this ETF is available from 03 Jan 2000 - 29 Apr 2026.