Technology Select Sector SPDR Fund (XLK) Daily/Weekly Backtest Results corporate_fare

Signal:                  
                [ What are these? | Switch to XLK's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 6.85%.   Win rate: 77.78%.   Sharpe Ratio: 0.329.   Maximum drawdown: -27.67% on 12 October 2022.
Mean CAGR: 109.89%. Time in market: 1116 days.   Hypothetical return: $1000 would be worth $1549.54 on 16 May 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 Technology

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 9 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (77.78% * 7.92%) + (22.22% * 3.11%) - (0% * 0%) = 6.85%.
Wins: 7 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.

 

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%
24 March 2026   HIGH   smart_toy0.647  factory0.411   50 Day Low $ 136.10 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
05 February 2026   MEDIUM   smart_toy0.986  factory0.384   50 Day Low $ 136.42 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 electric_boltelectric_bolt
03 April 2025   MEDIUM   smart_toy0.8  factory0.747   50 Day Low $ 98.68 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
28 February 2025   HIGH   smart_toy0.915  factory0.686   50 Day Low $ 111.78 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
02 August 2024   MEDIUM   smart_toy0.647  factory0.813   50 Day Low $ 102.44 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_bolt select_check_box
18 April 2024   MEDIUM   smart_toy0.83  factory0.364   50 Day Low $ 98.84 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
26 September 2023   HIGH   smart_toy0.582  factory0.637   50 Day Low $ 81.46 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
18 August 2023   HIGH   smart_toy0.724  factory0.616   50 Day Low $ 82.00 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
22 September 2022   MEDIUM   smart_toy0.923  factory0.854   FIRE SALE 50 Day Low $ 62.65 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
13 June 2022   MEDIUM   smart_toy0.923  factory0.89   FIRE SALE 50 Day Low $ 62.57 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
26 April 2022   MEDIUM   smart_toy0.778  factory0.799   50 Day Low $ 70.38 select_check_box select_check_box select_check_box select_check_box select_check_box
22 February 2022   HIGH   smart_toy0.737  factory0.581   50 Day Low $ 74.74 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
18 January 2022   LOW   smart_toy0.794  factory0.513   50 Day Low $ 80.50 select_check_box select_check_box select_check_box select_check_box select_check_box
30 September 2021   LOW   smart_toy0.945  factory0.412   50 Day Low $ 74.28 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

 

The data for Technology Select Sector SPDR Fund (exchange: ARCX symbol: XLK) was last updated 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.