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: 4.41%.   Win rate: 82.50%.   Sharpe Ratio: -5.237.   Maximum drawdown: -39.97% on 28 December 2022.
Mean CAGR: 53.59%. Time in market: 8906 days.   Hypothetical return: $1000 would be worth $955.98 on 05 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 40 signal(s) occurring before 26 May 2024 for a 7.5% profit target: (82.50% * 8.06%) + (0% * 0%) - (17.50% * 12.81%) = 4.41%.
Wins: 33 Breakevens: 0 Losses: 7

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.

 

Double Seven Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Double Seven 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%
02 June 2026   cards_starLOW     Double Seven $ 117.56 schedule schedule schedule schedule schedule
01 June 2026   cards_starLOW     Double Seven $ 118.94 schedule schedule schedule schedule schedule
29 April 2026   cards_starLOW     Double Seven $ 116.52 schedule schedule schedule schedule schedule
28 April 2026   cards_starLOW     Double Seven $ 117.23 schedule schedule schedule schedule schedule
23 March 2026   cards_starLOW     Double Seven $ 109.95 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt schedule
17 February 2026   cards_starMEDIUM     Double Seven $ 116.01 schedule schedule schedule schedule schedule
13 January 2026   cards_starLOW     Double Seven $ 124.37 schedule schedule schedule schedule schedule
12 December 2025   cards_starMEDIUM     Double Seven $ 120.60 schedule schedule schedule schedule schedule
10 November 2025   cards_starMEDIUM     Double Seven $ 119.29 schedule schedule schedule schedule schedule
07 October 2025   cards_starMEDIUM     Double Seven $ 118.74 schedule schedule schedule schedule schedule
03 September 2025   cards_starMEDIUM     Double Seven $ 115.35 select_check_box electric_bolt select_check_box select_check_box schedule schedule
01 August 2025   cards_starLOW     Double Seven $ 108.16 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
24 June 2025   cards_starLOW     Double Seven $ 108.05 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
23 May 2025   cards_starLOW     Double Seven $ 104.92 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
22 May 2025   cards_starLOW     Double Seven $ 105.96 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
31 March 2025   cards_starMEDIUM     Double Seven $ 97.66 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_bolt
25 February 2025   cards_starLOW     Double Seven $ 108.47 select_check_box select_check_box select_check_box select_check_box select_check_box
22 January 2025   cards_starLOW     Double Seven $ 115.11 select_check_box select_check_box select_check_box select_check_box select_check_box
20 December 2024   cards_starLOW     Double Seven $ 113.74 select_check_box select_check_box select_check_box select_check_box select_check_box
19 December 2024   cards_starLOW     Double Seven $ 115.02 select_check_box select_check_box select_check_box select_check_box select_check_box
28 October 2024   cards_starLOW     Double Seven $ 100.92 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
24 September 2024   cards_starLOW     Double Seven $ 100.02 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
23 August 2024   cards_starLOW     Double Seven $ 93.40 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
22 July 2024   cards_starLOW     Double Seven $ 94.76 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
17 June 2024   cards_starLOW     Double Seven $ 89.89 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
14 May 2024   cards_starLOW     Double Seven $ 89.06 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
11 April 2024   cards_starLOW     Double Seven $ 89.81 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt
11 March 2024   cards_starLOW     Double Seven $ 89.91 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
06 February 2024   cards_starMEDIUM     Double Seven $ 87.49 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
03 January 2024   cards_starLOW     Double Seven $ 87.38 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
06 November 2023   cards_starLOW     Double Seven $ 80.31 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_bolt
31 October 2023   cards_starLOW     Double Seven $ 75.78 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_bolt
03 October 2023   cards_starLOW     Double Seven $ 79.26 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
29 September 2023   cards_starLOW     Double Seven $ 80.86 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
01 September 2023   cards_starLOW     Double Seven $ 85.34 select_check_box select_check_box select_check_box select_check_box select_check_box
28 August 2023   cards_starLOW     Double Seven $ 82.76 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
31 July 2023   cards_starLOW     Double Seven $ 86.73 select_check_box select_check_box select_check_box select_check_box select_check_box
25 July 2023   cards_starLOW     Double Seven $ 85.93 select_check_box select_check_box select_check_box select_check_box select_check_box
27 June 2023   cards_starLOW     Double Seven $ 82.78 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
21 June 2023   cards_starLOW     Double Seven $ 83.13 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box
17 May 2023   cards_starLOW     Double Seven $ 74.71 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_bolt
14 March 2023   cards_starLOW     Double Seven $ 70.30 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
13 February 2023   cards_starLOW     Double Seven $ 74.62 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
10 February 2023   cards_starLOW     Double Seven $ 74.19 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box
11 February 2022   LOW     Double Seven $ 91.62 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
01 February 2022   LOW     Double Seven $ 92.84 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
10 January 2022   LOW     Double Seven $ 98.78 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
31 December 2021   LOW     Double Seven $ 102.38 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
07 December 2021   LOW     Double Seven $ 102.98 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
29 November 2021   LOW     Double Seven $ 103.50 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
05 November 2021   LOW     Double Seven $ 105.62 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
18 October 2021   LOW     Double Seven $ 94.98 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt disabled_by_default
04 October 2021   LOW     Double Seven $ 90.18 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default
14 September 2021   LOW     Double Seven $ 91.61 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt disabled_by_default
31 August 2021   LOW     Double Seven $ 91.76 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
13 August 2021   LOW     Double Seven $ 90.94 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
30 July 2021   LOW     Double Seven $ 90.22 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
12 July 2021   LOW     Double Seven $ 91.61 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
28 June 2021   LOW     Double Seven $ 88.98 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt disabled_by_default
08 June 2021   LOW     Double Seven $ 86.14 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt
25 May 2021   LOW     Double Seven $ 85.44 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 May 2021   LOW     Double Seven $ 88.14 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt
21 April 2021   LOW     Double Seven $ 88.22 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
18 February 2021   LOW     Double Seven $ 84.84 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box electric_bolt
17 February 2021   LOW     Double Seven $ 84.78 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box electric_bolt

 

The data for Consumer Discretionary Select Sector SPDR Fund (exchange: ARCX symbol: XLY) was last updated 14 Jun 2026 16:17. Data for this ETF is available from 04 Jan 2021 - 02 Jun 2026.