Utilities Sector SPDR Fund (XLU) Daily/Weekly Backtest Results corporate_fare

Signal:                  
                  [ What are these? | Switch to XLU's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Threshold:           [ What are these scores? ]
Expectancy: 3.80%.   Win rate: 66.67%.   Sharpe Ratio: -0.706.   Maximum drawdown: -36.46% on 09 March 2009.
Mean CAGR: 115.12%. Time in market: 1637 days.   Hypothetical return: $1000 would be worth $1192.28 on 13 December 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 Utilities

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 6 signal(s) occurring before 26 May 2024 for a 7.5% profit target: (66.67% * 8.84%) + (0% * 0%) - (33.33% * 6.30%) = 3.80%.
Wins: 4 Breakevens: 0 Losses: 2

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.

 

52 Week Low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 52 week 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%
28 September 2023   cards_starLOW     52 Week Low $ 28.85 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 October 2022   cards_starHIGH     52 Week Low $ 29.00 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
16 March 2020   cards_starHIGH     52 Week Low $ 22.26 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
27 February 2009       52 Week Low $ 7.28 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
09 September 2008       52 Week Low $ 10.01 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
05 August 2008       52 Week Low $ 10.28 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default

 

The data for Utilities Sector SPDR Fund (exchange: ARCX symbol: XLU) was last updated 14 Jun 2026 16:17. Data for this ETF is available from 03 Jan 2000 - 02 Jun 2026.