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

Signal:                  
                [ What are these? | Switch to XLF's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 0.95%.   Win rate: 76.47%.   Sharpe Ratio: -2.982.   Maximum drawdown: -81.94% on 09 March 2009.
Mean CAGR: 107.25%. Time in market: 10793 days.   Hypothetical return: $1000 would be worth $277.34 on 30 November 2023.
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 51 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (76.47% * 8.55%) + (11.76% * 0.86%) - (11.76% * 48.34%) = 0.95%.
Wins: 39 Breakevens: 6 Losses: 6

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:   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%
19 March 2026   HIGH   smart_toy0.728  factory0.335   50 Day Low $ 48.88 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule schedule schedule
12 February 2026   MEDIUM   smart_toy0.874  factory0.458   50 Day Low $ 52.30 schedule schedule schedule schedule schedule
17 November 2025   MEDIUM   smart_toy0.818  factory0.556   50 Day Low $ 51.96 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt schedule schedule
04 April 2025   MEDIUM   smart_toy0.964  factory0.832   FIRE SALE 50 Day Low $ 45.14 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
27 October 2023   HIGH   smart_toy0.754  factory0.786   50 Day Low $ 31.72 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 electric_boltelectric_bolt
25 September 2023   HIGH   smart_toy0.535  factory0.549   50 Day Low $ 33.66 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 March 2023   MEDIUM   smart_toy0.46  factory0.752   50 Day Low $ 33.04 select_check_box select_check_box select_check_box select_check_box select_check_box
26 September 2022   MEDIUM   smart_toy0.964  factory0.889   FIRE SALE 50 Day 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   smart_toy0.956  factory0.924   FIRE SALE 50 Day 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   smart_toy0.961  factory0.865   50 Day 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   smart_toy0.822  factory0.809   50 Day Low $ 35.57 select_check_box select_check_box select_check_box select_check_box select_check_box
24 February 2022   HIGH   smart_toy0.873  factory0.647   50 Day Low $ 37.48 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
20 December 2021   LOW   smart_toy0.762  factory0.642   50 Day Low $ 37.74 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default
19 July 2021   LOW   smart_toy0.54  factory0.509   50 Day Low $ 35.26 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
19 July 2021   LOW   smart_toy0.641  factory0.512   50 Day Low $ 33.22 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
24 September 2020   MEDIUM   smart_toy0.752  factory0.609   50 Day Low $ 21.58 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_boltelectric_bolt
24 February 2020   LOW   smart_toy0.81  factory0.711   50 Day Low $ 27.10 select_check_box select_check_box select_check_box select_check_box select_check_box
14 August 2019   MEDIUM   smart_toy0.85  factory0.872   FIRE SALE 50 Day Low $ 23.58 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 December 2018   MEDIUM   smart_toy0.95  factory0.882   FIRE SALE 50 Day 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
11 October 2018   MEDIUM   smart_toy0.717  factory0.785   50 Day Low $ 23.67 select_check_box select_check_box select_check_box select_check_box select_check_box
26 June 2018   LOW   smart_toy0.753  factory0.9   50 Day Low $ 23.59 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
03 May 2018   LOW   smart_toy0.822  factory0.477   50 Day Low $ 23.68 select_check_box select_check_box select_check_box select_check_box select_check_box
23 March 2018   LOW   smart_toy0.813  factory0.555   50 Day Low $ 23.93 select_check_box select_check_box select_check_box select_check_box select_check_box
07 September 2017   LOW   smart_toy0.921  factory0.36   50 Day Low $ 20.91 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 electric_bolt
13 April 2017   LOW   smart_toy0.668  factory0.407   50 Day Low $ 19.88 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
24 June 2016   MEDIUM   smart_toy0.442  factory0.881   50 Day Low $ 15.32 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
09 February 2016   HIGH   smart_toy0.99  factory0.894   FIRE SALE 50 Day Low $ 13.86 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
06 January 2016   MEDIUM   smart_toy0.623  factory0.74   50 Day Low $ 15.85 select_check_box select_check_box select_check_box select_check_box select_check_box
21 August 2015   MEDIUM   smart_toy0.877  factory0.86   50 Day Low $ 16.23 select_check_box select_check_box select_check_box select_check_box select_check_box
14 January 2015   LOW   smart_toy0.887  factory0.713   50 Day Low $ 15.80 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
16 October 2014   MEDIUM   smart_toy0.713  factory0.75   50 Day Low $ 14.62 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
03 February 2014   LOW   smart_toy0.907  factory0.83   50 Day Low $ 13.75 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
16 May 2012   LOW   smart_toy0.799  factory0.92   50 Day Low $ 9.22 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
22 September 2011   HIGH   smart_toy0.985  factory0.892   FIRE SALE 50 Day 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
02 August 2011   MEDIUM   smart_toy0.731  factory0.397   50 Day Low $ 9.17 select_check_box select_check_box select_check_box select_check_box select_check_box
16 June 2011   LOW   smart_toy0.784  factory0.453   50 Day Low $ 9.31 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
13 May 2011   LOW   smart_toy0.728  factory0.362   50 Day Low $ 10.01 select_check_box select_check_box select_check_box select_check_box select_check_box
16 March 2011   LOW   smart_toy0.809  factory0.507   50 Day Low $ 10.10 select_check_box select_check_box select_check_box select_check_box select_check_box
24 August 2010   LOW   smart_toy0.81  factory0.893   50 Day 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
30 June 2010   MEDIUM   smart_toy0.706  factory0.942   50 Day Low $ 8.68 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 select_check_box electric_bolt
19 May 2010   LOW   smart_toy0.907  factory0.899   50 Day Low $ 9.27 select_check_box select_check_box select_check_box select_check_box select_check_box
04 February 2010   LOW   smart_toy0.955  factory0.812   50 Day Low $ 8.73 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
02 March 2009   HIGH   smart_toy0.906  factory0.854   50 Day 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   smart_toy0.996  factory0.866   50 Day 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  factory0.801   50 Day Low $ 8.05 select_check_box select_check_box select_check_box select_check_box select_check_box
06 October 2008   MEDIUM   smart_toy0.8  factory0.807   50 Day Low $ 10.80 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
07 July 2008   HIGH   smart_toy0.913  factory0.857   50 Day Low $ 11.72 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 disabled_by_default
02 June 2008   MEDIUM   smart_toy0.519  factory0.836   50 Day Low $ 14.46 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
06 March 2008   MEDIUM   smart_toy0.879  factory0.812   50 Day 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   MEDIUM   smart_toy0.941  factory0.872   50 Day Low $ 16.17 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default
01 November 2007   LOW   smart_toy0.787  factory0.869   50 Day Low $ 18.77 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
01 August 2007   LOW   smart_toy0.782  factory0.911   50 Day Low $ 19.10 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
26 June 2007   LOW   smart_toy0.701  factory0.926   50 Day Low $ 20.77 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
27 February 2007   LOW   smart_toy0.739  factory0.803   50 Day Low $ 20.48 select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default disabled_by_default
24 May 2006   LOW   smart_toy0.685  factory0.924   50 Day Low $ 18.03 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box

 

The data for Financial Sector SPDR Fund (exchange: ARCX symbol: XLF) was last updated 30 May 2026 15:00. Data for this ETF is available from 03 Jan 2000 - 29 May 2026.