Utilities Sector SPDR Fund (XLU) Daily/Weekly Backtest Results
*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 46 signal(s) occurring before 08 July 2024 for a 7.5% profit target: (86.96% * 7.91%) + (6.52% * 1.15%) - (6.52% * 13.14%) = 6.10%.
Wins: 40 Breakevens: 3 Losses: 3
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:
= profit point not achieved.
= profit point achieved with CAGR above 15%.
= profit point achieved with CAGR of between 5% and 15%.
= 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% | |||
| 13 May 2026 smart_toyLOW (22) electrical_servicesLOW | 50 Day Low | $ 44.74 | |||||
| 08 December 2025 smart_toyLOW (49) electrical_servicesHIGH | 50 Day Low | $ 42.44 | |||||
| 09 September 2025 smart_toyLOW (14) electrical_servicesHIGH | 50 Day Low | $ 40.59 | |||||
| 07 April 2025 smart_toyLOW (76) electrical_servicesHIGH sirenFIRE SALE | 50 Day Low | $ 36.70 | |||||
| 17 December 2024 smart_toyLOW (64) electrical_servicesHIGH | 50 Day Low | $ 38.00 | |||||
| 05 February 2024 smart_toyLOW (28) electrical_servicesHIGH | 50 Day Low | $ 29.59 | |||||
| 27 September 2023 smart_toyLOW (17) electrical_servicesHIGH | 50 Day Low | $ 29.37 | |||||
| 15 August 2023 smart_toyLOW (18) electrical_servicesLOW | 50 Day Low | $ 30.43 | |||||
| 03 February 2023 smart_toyLOW (37) electrical_servicesHIGH | 50 Day Low | $ 32.31 | |||||
| 29 September 2022 smart_toyMEDIUM (83) electrical_servicesHIGH sirenFIRE SALE | 50 Day Low | $ 31.90 | |||||
| 13 June 2022 smart_toyLOW (78) sirenFIRE SALE | 50 Day Low | $ 32.01 | |||||
| 15 February 2022 smart_toyLOW (24) | 50 Day Low | $ 30.55 | |||||
| 28 September 2021 smart_toyLOW (18) | 50 Day Low | $ 29.14 | |||||
| 18 June 2021 smart_toyLOW (19) | 50 Day Low | $ 29.07 | |||||
| 22 February 2021 smart_toyLOW (33) | 50 Day Low | $ 27.05 | |||||
| 21 December 2020 smart_toyLOW (62) | 50 Day Low | $ 27.24 | |||||
| 24 September 2020 smart_toyLOW (28) sirenFIRE SALE | 50 Day Low | $ 25.36 | |||||
| 28 February 2020 smart_toyLOW (75) | 50 Day Low | $ 26.87 | |||||
| 08 November 2019 smart_toyLOW (41) | 50 Day Low | $ 26.35 | |||||
| 26 December 2018 smart_toyHIGH (91) | 50 Day Low | $ 21.64 | |||||
| 06 June 2018 smart_toyLOW (18) | 50 Day Low | $ 19.88 | |||||
| 02 February 2018 smart_toyLOW (30) | 50 Day Low | $ 20.12 | |||||
| 20 December 2017 smart_toyLOW (54) | 50 Day Low | $ 21.43 | |||||
| 10 November 2016 smart_toyLOW (53) | 50 Day Low | $ 18.03 | |||||
| 04 October 2016 smart_toyLOW (32) | 50 Day Low | $ 18.46 | |||||
| 26 August 2016 smart_toyLOW (24) | 50 Day Low | $ 19.04 | |||||
| 11 December 2015 smart_toyLOW (38) sirenFIRE SALE | 50 Day Low | $ 15.60 | |||||
| 02 September 2015 smart_toyLOW (60) sirenFIRE SALE | 50 Day Low | $ 15.35 | |||||
| 04 June 2015 smart_toyLOW (12) | 50 Day Low | $ 15.87 | |||||
| 02 March 2015 smart_toyLOW (38) | 50 Day Low | $ 16.28 | |||||
| 05 August 2014 smart_toyLOW (26) | 50 Day Low | $ 14.62 | |||||
| 05 September 2013 smart_toyLOW (37) | 50 Day Low | $ 12.65 | |||||
| 31 May 2013 smart_toyLOW (23) | 50 Day Low | $ 12.86 | |||||
| 06 November 2012 smart_toyLOW (49) | 50 Day Low | $ 11.92 | |||||
| 18 September 2012 smart_toyLOW (23) | 50 Day Low | $ 11.99 | |||||
| 13 April 2012 smart_toyLOW (24) | 50 Day Low | $ 11.25 | |||||
| 04 August 2011 smart_toyLOW (11) | 50 Day Low | $ 10.17 | |||||
| 16 March 2011 smart_toyLOW (29) | 50 Day Low | $ 9.72 | |||||
| 26 November 2010 smart_toyLOW (60) sirenFIRE SALE | 50 Day Low | $ 9.50 | |||||
| 20 May 2010 smart_toyHIGH (93) | 50 Day Low | $ 8.65 | |||||
| 05 February 2010 smart_toyMEDIUM (83) | 50 Day Low | $ 8.66 | |||||
| 02 November 2009 smart_toyMEDIUM (80) | 50 Day Low | $ 8.40 | |||||
| 17 February 2009 smart_toyHIGH (90) | 50 Day Low | $ 7.88 | |||||
| 07 October 2008 smart_toyHIGH (91) | 50 Day Low | $ 8.44 | |||||
| 04 September 2008 smart_toyMEDIUM (83) | 50 Day Low | $ 10.17 | |||||
| 16 July 2008 smart_toyMEDIUM (80) | 50 Day Low | $ 11.06 | |||||
| 29 February 2008 smart_toyMEDIUM (87) | 50 Day Low | $ 10.50 | |||||
| 18 January 2008 smart_toyHIGH (91) | 50 Day Low | $ 11.11 | |||||
| 27 July 2007 smart_toyHIGH (90) | 50 Day Low | $ 10.34 | |||||
| 07 June 2007 smart_toyHIGH (90) | 50 Day Low | $ 10.68 | |||||
| 28 March 2006 smart_toyLOW (70) | 50 Day Low | $ 8.14 | |||||
The data for Utilities Sector SPDR Fund (exchange: ARCX symbol: XLU) was last updated 16 Jul 2026 03:30. Data for this ETF is available from 03 Jan 2000 - 15 Jul 2026.