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:       Scores:           Market sector score:       [ What are these scores? ]
Expectancy: 5.99%.   Win rate: 84.62%.   Sharpe Ratio: -3.572.   Maximum drawdown: -39.81% on 09 March 2009.
Mean CAGR: 63.18%. Time in market: 4589 days.   Hypothetical return: $1000 would be worth $2820.36 on 20 March 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 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 26 signal(s) occurring before 05 August 2024 for a 7.5% profit target: (84.62% * 7.95%) + (7.69% * 1.11%) - (7.69% * 10.73%) = 5.99%.
Wins: 22 Breakevens: 2 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.

Williams %R (Weekly) Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Williams %R (Weekly) 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%.

Date Buy Signal Price Scores Performance (mouseover for details)
Signal Sector WR Speed Risk Overall 5% 6% 7.5% 10% 20%
10 August 2026 Williams %R (Weekly) $ 43.28 37 61 100 90 82 53 schedule schedule schedule schedule schedule
01 June 2026 Williams %R (Weekly) $ 43.50 19 62 100 90 84 36 schedule schedule schedule schedule schedule
07 January 2026 Williams %R (Weekly) $ 42.12 40 68 100 88 90 56 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
07 April 2025 Williams %R (Weekly) $ 36.70 76 87 100 81 89 85 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
18 December 2024 Williams %R (Weekly) $ 37.58 71 82 100 71 90 80 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt
27 September 2023 Williams %R (Weekly) $ 29.37 33 83 100 65 95 52 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
15 August 2023 Williams %R (Weekly) $ 30.43 19 83 100 69 95 39 select_check_box select_check_box select_check_box select_check_box select_check_box
24 February 2023 Williams %R (Weekly) $ 31.36 48 83 100 64 84 64 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
06 October 2022 Williams %R (Weekly) $ 31.00 76 86 100 63 86 83 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
13 June 2022 Williams %R (Weekly) $ 32.01 90 92 100 64 87 93 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
23 February 2022 Williams %R (Weekly) $ 30.15 43 86 100 27 89 56 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 select_check_box electric_bolt
22 February 2021 Williams %R (Weekly) $ 27.05 62 72 100 32 91 65 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
28 February 2020 Williams %R (Weekly) $ 26.87 64 93 100 48 87 75 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box
02 February 2018 Williams %R (Weekly) $ 20.12 26 64 100 76 94 43 select_check_box select_check_box select_check_box select_check_box select_check_box
26 December 2017 Williams %R (Weekly) $ 21.08 61 76 100 40 89 68 select_check_box select_check_box select_check_box select_check_box select_check_box
11 October 2016 Williams %R (Weekly) $ 18.25 66 82 100 83 97 77 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
09 September 2016 Williams %R (Weekly) $ 18.83 41 53 100 83 97 52 select_check_box select_check_box select_check_box select_check_box select_check_box
01 September 2015 Williams %R (Weekly) $ 15.40 23 96 71 45 66 43 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
05 June 2015 Williams %R (Weekly) $ 15.65 17 69 48 12 49 29 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
02 March 2015 Williams %R (Weekly) $ 16.28 31 58 57 1 57 30 select_check_box select_check_box select_check_box select_check_box select_check_box
06 August 2014 Williams %R (Weekly) $ 14.41 24 79 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
20 June 2013 Williams %R (Weekly) $ 12.55 54 87 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box electric_bolt
05 November 2012 Williams %R (Weekly) $ 12.00 33 83 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
04 August 2011 Williams %R (Weekly) $ 10.17 19 78 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
23 February 2009 Williams %R (Weekly) $ 7.43 91 96 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
07 October 2008 Williams %R (Weekly) $ 8.44 91 94 select_check_box select_check_box select_check_box select_check_box select_check_box
04 September 2008 Williams %R (Weekly) $ 10.17 81 95 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
17 July 2008 Williams %R (Weekly) $ 10.85 88 92 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
22 January 2008 Williams %R (Weekly) $ 10.54 94 96 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
27 July 2007 Williams %R (Weekly) $ 10.34 86 93 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
31 March 2006 Williams %R (Weekly) $ 8.09 79 88 select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt

 

The data for Utilities Sector SPDR Fund (exchange: ARCX symbol: XLU) was last updated 13 Aug 2026 07:17. Data for this ETF is available from 03 Jan 2000 - 12 Aug 2026.