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

Buy indicator:          
              [ What are these indicators? | Switch to XLK's monthly backtests ]
Profit target:           [ A higher % profit will take longer and is less likely to be achieved ]
Expectancy: 5.35%. See below chart for calculations and explanation.   Win rate: 100%.   Maximum drawdown: 0.59% on 27 January 2022.
Mean CAGR: 300%. Time in market: 6 days.   Hypothetical return: $1000 would be worth $1053.51 on 01 February 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.

 

Expectancy 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 1 signal(s) occurring before 20 December 2023 for a 5% profit target: (100% * 5.35%) + (0% * 0%) - (0% * 0%) = 5.35%.
Wins: 1 Breakevens: 0 Losses: 0

To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.

 

Rate of Change Backtest Summary

This table summarises how profitable it would have been to have bought this stock at each rate of change 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 Price Performance (mouseover for details)
5% 7.5% 10% 20%
10 December 2025 $148.21 schedule schedule schedule schedule
13 March 2025 $104.68 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
07 August 2024 $100.70 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
26 January 2022 $76.28 select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box select_check_box

 

The data for Technology Select Sector SPDR Fund (exchange: ARCX symbol: XLK) was last updated 27 Dec 2025 06:38. Data for this ETF is available from 04 Jan 2021 - 26 Dec 2025.