Consumer Staples Select Sector SPDR Fund (XLP) Daily/Weekly Backtest Results corporate_fare

Signal:                  
                [ What are these? | Switch to XLP's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 7.11%.   Win rate: 87.50%.   Sharpe Ratio: -0.536.   Maximum drawdown: -8.41% on 13 October 2023.
Mean CAGR: 29.03%. Time in market: 1435 days.   Hypothetical return: $1000 would be worth $1388.21 on 29 February 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 Consumer Staples

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 8 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (87.50% * 7.64%) + (12.50% * 3.39%) - (0% * 0%) = 7.11%.
Wins: 7 Breakevens: 1 Losses: 0

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%
29 October 2025   MEDIUM   smart_toy0.629  factory0.525   50 Day Low $ 77.24 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
16 September 2025   MEDIUM   smart_toy0.673  factory0.309   50 Day Low $ 79.64 select_check_box select_check_box select_check_box select_check_box electric_bolt schedule
31 July 2025   MEDIUM   smart_toy0.577  factory0.299   50 Day Low $ 79.84 select_check_box select_check_box select_check_box select_check_box schedule
07 April 2025   MEDIUM   smart_toy0.917  factory0.83   50 Day Low $ 77.08 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
20 December 2024   MEDIUM   smart_toy0.674  factory0.676   50 Day Low $ 79.78 select_check_box select_check_box select_check_box select_check_box select_check_box
29 October 2024   MEDIUM   smart_toy0.833  factory0.528   50 Day Low $ 80.62 select_check_box select_check_box select_check_box select_check_box select_check_box
22 September 2023   HIGH   smart_toy0.739  factory0.493   50 Day Low $ 70.34 select_check_box select_check_box select_check_box select_check_box select_check_box
21 August 2023   HIGH   smart_toy0.742  factory0.509   50 Day Low $ 72.68 select_check_box select_check_box select_check_box select_check_box select_check_box
07 June 2023   HIGH   smart_toy0.863  factory0.417   50 Day Low $ 72.62 select_check_box select_check_box select_check_box select_check_box select_check_box
28 February 2023   MEDIUM   smart_toy0.382  factory0.717   50 Day Low $ 72.18 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
14 September 2022   HIGH   smart_toy0.689  factory0.877   50 Day Low $ 70.91 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
19 May 2022   HIGH   smart_toy0.976  factory0.9   FIRE SALE 50 Day Low $ 69.52 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
24 February 2022   HIGH   smart_toy0.875  factory0.652   50 Day Low $ 71.84 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
28 September 2021   LOW   smart_toy0.928  factory0.425   50 Day Low $ 67.57 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box

 

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