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

Signal:                  
                [ What are these? | Switch to XLV's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 7.81%.   Win rate: 90.0%.   Sharpe Ratio: 0.697.   Maximum drawdown: -6.30% on 30 October 2023.
Mean CAGR: 34.99%. Time in market: 1353 days.   Hypothetical return: $1000 would be worth $1574.08 on 30 July 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 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 10 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (90.0% * 7.93%) + (10.0% * 6.72%) - (0% * 0%) = 7.81%.
Wins: 9 Breakevens: 1 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.

 

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:   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   MEDIUM   smart_toy0.769  factory0.331   50 Day Low $ 143.57 schedule schedule schedule schedule schedule
06 March 2026   MEDIUM   smart_toy0.89  factory0.423   50 Day Low $ 152.74 schedule schedule schedule schedule schedule
07 August 2025   MEDIUM   smart_toy0.655  factory0.29   50 Day 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  factory0.716   50 Day Low $ 132.90 select_check_box select_check_box select_check_box select_check_box select_check_box
04 April 2025   MEDIUM   smart_toy0.903  factory0.78   FIRE SALE 50 Day Low $ 138.21 select_check_box select_check_box select_check_box select_check_box select_check_box
13 December 2024   MEDIUM   smart_toy0.591  factory0.526   50 Day Low $ 140.91 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
23 October 2024   MEDIUM   smart_toy0.893  factory0.48   50 Day Low $ 150.55 select_check_box select_check_box select_check_box select_check_box select_check_box
12 April 2024   MEDIUM   smart_toy0.723  factory0.344   50 Day Low $ 139.60 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
30 October 2023   HIGH   smart_toy0.768  factory0.788   50 Day Low $ 123.80 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
26 September 2023   HIGH   smart_toy0.613  factory0.561   50 Day Low $ 130.00 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
08 March 2023   MEDIUM   smart_toy0.404  factory0.723   50 Day Low $ 126.56 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
30 January 2023   MEDIUM   smart_toy0.658  factory0.6   50 Day Low $ 132.14 select_check_box select_check_box select_check_box select_check_box select_check_box
06 September 2022   HIGH   smart_toy0.803  factory0.911   FIRE SALE 50 Day Low $ 125.30 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
10 June 2022   HIGH   smart_toy0.934  factory0.861   50 Day Low $ 125.76 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
09 May 2022   HIGH   smart_toy0.86  factory0.874   FIRE SALE 50 Day Low $ 127.38 select_check_box select_check_box select_check_box select_check_box select_check_box
24 January 2022   LOW   smart_toy0.89  factory0.668   50 Day Low $ 128.67 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
30 September 2021   LOW   smart_toy0.938  factory0.412   50 Day Low $ 128.30 select_check_box electric_bolt select_check_box electric_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 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.