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: 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 08 July 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, Score and Sector Score	Buy Signal	Price	Performance (mouseover for details)
			5%	6%	7.5%	10%	20%
19 March 2026 smart_toyLOW (34) account_balanceLOW	50 Day Low	$ 48.88	select_check_box electric_boltelectric_bolt	select_check_box electric_boltelectric_bolt	select_check_box electric_bolt	select_check_box electric_bolt	schedule
12 February 2026 smart_toyLOW (33) account_balanceLOW	50 Day Low	$ 52.30	select_check_box	select_check_box	select_check_box	schedule	schedule
17 November 2025 smart_toyLOW (57) account_balanceLOW	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 smart_toyLOW (60) account_balanceLOW sirenFIRE 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 smart_toyLOW (39)	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 smart_toyLOW (20)	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 smart_toyMEDIUM (82)	50 Day Low	$ 33.04	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
26 September 2022 smart_toyMEDIUM (87) sirenFIRE 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 smart_toyMEDIUM (83) sirenFIRE 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 smart_toyLOW (77)	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 smart_toyLOW (67)	50 Day Low	$ 35.57	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
24 February 2022 smart_toyLOW (38)	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 smart_toyLOW (61)	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 smart_toyLOW (13)	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 smart_toyLOW (26)	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 smart_toyLOW (25)	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 smart_toyLOW (50)	50 Day Low	$ 27.10	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
14 August 2019 smart_toyMEDIUM (87) sirenFIRE 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 smart_toyMEDIUM (82) sirenFIRE 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 smart_toyLOW (33)	50 Day Low	$ 23.67	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
26 June 2018 smart_toyLOW (16)	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 smart_toyLOW (19)	50 Day Low	$ 23.68	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
23 March 2018 smart_toyLOW (24)	50 Day Low	$ 23.93	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
07 September 2017 smart_toyLOW (41)	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 smart_toyLOW (67)	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 smart_toyMEDIUM (81)	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 smart_toyHIGH (95) sirenFIRE 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 smart_toyLOW (58)	50 Day Low	$ 15.85	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
21 August 2015 smart_toyLOW (29)	50 Day Low	$ 16.23	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
14 January 2015 smart_toyLOW (56)	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 smart_toyLOW (76)	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 smart_toyMEDIUM (80)	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 smart_toyHIGH (90)	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 smart_toyHIGH (94) sirenFIRE 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 smart_toyLOW (16)	50 Day Low	$ 9.17	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
16 June 2011 smart_toyLOW (19)	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 smart_toyLOW (12)	50 Day Low	$ 10.01	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
16 March 2011 smart_toyLOW (20)	50 Day Low	$ 10.10	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
24 August 2010 smart_toyMEDIUM (88)	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 smart_toyHIGH (93)	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 smart_toyMEDIUM (89)	50 Day Low	$ 9.27	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
04 February 2010 smart_toyMEDIUM (85)	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 smart_toyHIGH (95)	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 smart_toyHIGH (96)	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 smart_toyHIGH (94)	50 Day Low	$ 8.05	select_check_box	select_check_box	select_check_box	select_check_box	select_check_box
06 October 2008 smart_toyMEDIUM (86)	50 Day Low	$ 10.80	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
07 July 2008 smart_toyHIGH (93)	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 smart_toyMEDIUM (86)	50 Day Low	$ 14.46	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
06 March 2008 smart_toyHIGH (92)	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 smart_toyHIGH (93)	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 smart_toyMEDIUM (86)	50 Day Low	$ 18.77	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
01 August 2007 smart_toyHIGH (90)	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 smart_toyMEDIUM (84)	50 Day Low	$ 20.77	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default	disabled_by_default
27 February 2007 smart_toyLOW (76)	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 smart_toyLOW (73)	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 16 Jul 2026 03:30. Data for this ETF is available from 03 Jan 2000 - 15 Jul 2026.