Consumer Discretionary Select Sector SPDR Fund (XLY) Daily/Weekly Backtest Results corporate_fare

Signal:                  
                [ What are these? | Switch to XLY's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 6.34%.   Win rate: 88.89%.   Sharpe Ratio: -0.154.   Maximum drawdown: -33.77% on 28 December 2022.
Mean CAGR: 62.82%. Time in market: 1308 days.   Hypothetical return: $1000 would be worth $1252.90 on 03 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 Consumer Discretionary

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 9 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (88.89% * 8.23%) + (0% * 0%) - (11.11% * 8.77%) = 6.34%.
Wins: 8 Breakevens: 0 Losses: 1

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%
19 March 2026   HIGH   smart_toy0.943  factory0.406   50 Day Low $ 109.66 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt schedule
13 February 2026   MEDIUM   smart_toy0.907  factory0.482   50 Day Low $ 116.09 schedule schedule schedule schedule schedule
14 November 2025   MEDIUM   smart_toy0.884  factory0.482   50 Day Low $ 115.06 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule schedule
03 April 2025   MEDIUM   smart_toy0.866  factory0.779   FIRE SALE 50 Day Low $ 95.83 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
24 February 2025   MEDIUM   smart_toy0.846  factory0.55   50 Day Low $ 109.24 select_check_box select_check_box select_check_box select_check_box select_check_box
05 August 2024   MEDIUM   smart_toy0.71  factory0.868   50 Day Low $ 84.56 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_boltelectric_bolt select_check_box electric_boltelectric_bolt
16 April 2024   MEDIUM   smart_toy0.814  factory0.389   50 Day Low $ 86.61 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
25 September 2023   HIGH   smart_toy0.413  factory0.658   50 Day Low $ 80.55 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
19 December 2022   MEDIUM   smart_toy0.897  factory0.801   50 Day Low $ 66.23 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
03 November 2022   HIGH   smart_toy0.627  factory0.816   50 Day Low $ 68.14 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
30 September 2022   HIGH   smart_toy0.946  factory0.857   FIRE SALE 50 Day Low $ 71.52 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
14 June 2022   HIGH   smart_toy0.986  factory0.878   FIRE SALE 50 Day Low $ 69.05 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
06 May 2022   HIGH   smart_toy0.933  factory0.824   50 Day Low $ 79.36 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
23 February 2022   HIGH   smart_toy0.623  factory0.604   50 Day Low $ 86.26 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
19 January 2022   LOW   smart_toy0.803  factory0.505   50 Day Low $ 95.74 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default

 

The data for Consumer Discretionary Select Sector SPDR Fund (exchange: ARCX symbol: XLY) was last updated 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.