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 May 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 and Score | Buy Signal | Price | Performance (mouseover for details) | ||||
|---|---|---|---|---|---|---|---|
| 5% | 6% | 7.5% | 10% | 20% | |||
| 13 May 2026 LOW smart_toy0.652 | 50 Day Low | $ 44.74 | |||||
| 08 December 2025 LOW smart_toy0.857 | 50 Day Low | $ 42.44 | |||||
| 09 September 2025 LOW smart_toy0.805 | 50 Day Low | $ 40.59 | |||||
| 07 April 2025 HIGH smart_toy0.899 FIRE SALE | 50 Day Low | $ 36.70 | |||||
| 17 December 2024 LOW smart_toy0.722 | 50 Day Low | $ 38.00 | |||||
| 05 February 2024 MEDIUM smart_toy0.497 | 50 Day Low | $ 29.59 | |||||
| 27 September 2023 MEDIUM smart_toy0.952 | 50 Day Low | $ 29.37 | |||||
| 15 August 2023 LOW smart_toy0.751 | 50 Day Low | $ 30.43 | |||||
| 03 February 2023 LOW smart_toy0.686 | 50 Day Low | $ 32.31 | |||||
| 29 September 2022 HIGH smart_toy0.924 FIRE SALE | 50 Day Low | $ 31.90 | |||||
| 13 June 2022 LOW smart_toy0.851 FIRE SALE | 50 Day Low | $ 32.01 | |||||
| 15 February 2022 LOW smart_toy0.874 | 50 Day Low | $ 30.55 | |||||
| 28 September 2021 LOW smart_toy0.474 | 50 Day Low | $ 29.14 | |||||
| 18 June 2021 LOW smart_toy0.797 | 50 Day Low | $ 29.07 | |||||
| 22 February 2021 LOW smart_toy0.681 | 50 Day Low | $ 27.05 | |||||
| 21 December 2020 LOW smart_toy0.579 | 50 Day Low | $ 27.24 | |||||
| 24 September 2020 MEDIUM smart_toy0.931 FIRE SALE | 50 Day Low | $ 25.36 | |||||
| 28 February 2020 LOW smart_toy0.542 | 50 Day Low | $ 26.87 | |||||
| 08 November 2019 LOW smart_toy0.928 | 50 Day Low | $ 26.35 | |||||
| 26 December 2018 LOW smart_toy0.885 | 50 Day Low | $ 21.64 | |||||
| 06 June 2018 LOW smart_toy0.748 | 50 Day Low | $ 19.88 | |||||
| 02 February 2018 LOW smart_toy0.739 | 50 Day Low | $ 20.12 | |||||
| 20 December 2017 LOW smart_toy0.797 | 50 Day Low | $ 21.43 | |||||
| 10 November 2016 LOW smart_toy0.857 | 50 Day Low | $ 18.03 | |||||
| 04 October 2016 LOW smart_toy0.478 | 50 Day Low | $ 18.46 | |||||
| 26 August 2016 LOW smart_toy0.894 | 50 Day Low | $ 19.04 | |||||
| 11 December 2015 MEDIUM smart_toy0.881 FIRE SALE | 50 Day Low | $ 15.60 | |||||
| 02 September 2015 MEDIUM smart_toy0.982 FIRE SALE | 50 Day Low | $ 15.35 | |||||
| 04 June 2015 LOW smart_toy0.544 | 50 Day Low | $ 15.87 | |||||
| 02 March 2015 LOW smart_toy0.632 | 50 Day Low | $ 16.28 | |||||
| 05 August 2014 LOW smart_toy0.851 | 50 Day Low | $ 14.62 | |||||
| 05 September 2013 LOW smart_toy0.794 | 50 Day Low | $ 12.65 | |||||
| 31 May 2013 LOW smart_toy0.874 | 50 Day Low | $ 12.86 | |||||
| 06 November 2012 LOW smart_toy0.739 | 50 Day Low | $ 11.92 | |||||
| 18 September 2012 LOW smart_toy0.932 | 50 Day Low | $ 11.99 | |||||
| 13 April 2012 LOW smart_toy0.568 | 50 Day Low | $ 11.25 | |||||
| 04 August 2011 LOW smart_toy0.899 | 50 Day Low | $ 10.17 | |||||
| 16 March 2011 LOW smart_toy0.537 | 50 Day Low | $ 9.72 | |||||
| 26 November 2010 LOW smart_toy0.87 FIRE SALE | 50 Day Low | $ 9.50 | |||||
| 20 May 2010 MEDIUM smart_toy0.718 | 50 Day Low | $ 8.65 | |||||
| 05 February 2010 LOW smart_toy0.937 | 50 Day Low | $ 8.66 | |||||
| 02 November 2009 LOW smart_toy0.848 | 50 Day Low | $ 8.40 | |||||
| 17 February 2009 MEDIUM smart_toy0.765 | 50 Day Low | $ 7.88 | |||||
| 07 October 2008 MEDIUM smart_toy0.92 | 50 Day Low | $ 8.44 | |||||
| 04 September 2008 LOW smart_toy0.966 | 50 Day Low | $ 10.17 | |||||
| 16 July 2008 LOW smart_toy0.777 | 50 Day Low | $ 11.06 | |||||
| 29 February 2008 LOW smart_toy0.356 | 50 Day Low | $ 10.50 | |||||
| 18 January 2008 LOW smart_toy0.861 | 50 Day Low | $ 11.11 | |||||
| 27 July 2007 LOW smart_toy0.831 | 50 Day Low | $ 10.34 | |||||
| 07 June 2007 LOW smart_toy0.639 | 50 Day Low | $ 10.68 | |||||
| 28 March 2006 LOW smart_toy0.524 | 50 Day Low | $ 8.14 | |||||
The data for Utilities Sector SPDR Fund (exchange: ARCX symbol: XLU) was last updated 15 May 2026 23:40. Data for this ETF is available from 03 Jan 2000 - 15 May 2026.