Health Care Sector Select SPDR Fund (XLV) Daily/Weekly Backtest Results corporate_fare

Buy indicator:                  
              [ What are these indicators? | Switch to XLV's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: 7.52%.   Win rate: 100%.   Sharpe Ratio: 1384.644.   Maximum drawdown: -2.35% on 30 October 2023.
Mean CAGR: 66.8%. Time in market: 108 days.   Hypothetical return: $1000 would be worth $1155.95 on 29 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 Healthcare

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 2 signal(s) occurring before 08 May 2024 for a 7.5% profit target: (100% * 7.52%) + (0% * 0%) - (0% * 0%) = 7.52%.
Wins: 2 Breakevens: 0 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.

 

26 week low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 26 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%
27 April 2026   LOW   smart_toy0.769   26 Week Low $ 143.57 schedule schedule schedule schedule schedule
07 August 2025   MEDIUM   smart_toy0.655   26 Week Low $ 129.39 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
13 May 2025   MEDIUM   smart_toy0.824   26 Week Low $ 132.90 select_check_box select_check_box select_check_box select_check_box schedule
07 April 2025   MEDIUM   smart_toy0.942   FIRE SALE 26 Week Low $ 133.09 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
19 November 2024   HIGH   smart_toy0.833   26 Week Low $ 140.93 select_check_box select_check_box select_check_box select_check_box select_check_box
25 October 2023   HIGH   smart_toy0.804   FIRE SALE 26 Week Low $ 126.79 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 June 2022   HIGH   smart_toy0.83   FIRE SALE 26 Week Low $ 122.35 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box

 

The data for Health Care Sector Select SPDR Fund (exchange: ARCX symbol: XLV) was last updated 15 May 2026 23:40. Data for this ETF is available from 04 Jan 2021 - 15 May 2026.