ProShares S&P 500 Dividend Aristocrats (NOBL) Daily/Weekly Backtest Results

Signal:                  
                  [ What are these? | Switch to NOBL's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Threshold:           [ What are these scores? ]
Expectancy: 4.35%.   Win rate: 53.19%.   Sharpe Ratio: -17.769.   Maximum drawdown: -17.94% on 30 September 2022.
Mean CAGR: 21.6%. Time in market: 13374 days.   Hypothetical return: $1000 would be worth $1157.88 on 28 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 Dividend Aristocrats

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 47 signal(s) occurring before 26 May 2024 for a 7.5% profit target: (53.19% * 7.86%) + (42.55% * 0.70%) - (4.26% * 3.06%) = 4.35%.
Wins: 25 Breakevens: 20 Losses: 2

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_starMEDIUM     Double Seven $ 53.52 schedule schedule schedule schedule schedule
08 May 2026   cards_starLOW     Double Seven $ 107.49 schedule schedule schedule schedule schedule
30 April 2026   cards_starLOW     Double Seven $ 107.80 schedule schedule schedule schedule schedule
06 April 2026   cards_starLOW     Double Seven $ 105.95 schedule schedule schedule schedule schedule
24 March 2026   cards_starLOW     Double Seven $ 105.06 schedule schedule schedule schedule schedule
03 March 2026   cards_starLOW     Double Seven $ 113.01 schedule schedule schedule schedule schedule
18 February 2026   cards_starLOW     Double Seven $ 113.36 schedule schedule schedule schedule schedule
30 January 2026   cards_starLOW     Double Seven $ 109.36 schedule schedule schedule schedule schedule
13 January 2026   cards_starLOW     Double Seven $ 108.02 select_check_box electric_bolt schedule schedule schedule schedule
29 December 2025   cards_starLOW     Double Seven $ 105.06 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt schedule schedule
12 December 2025   cards_starLOW     Double Seven $ 105.72 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule schedule
25 November 2025   cards_starLOW     Double Seven $ 103.79 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
10 November 2025   cards_starLOW     Double Seven $ 102.09 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
24 October 2025   cards_starLOW     Double Seven $ 103.40 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
07 October 2025   cards_starLOW     Double Seven $ 103.46 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt schedule
22 September 2025   cards_starLOW     Double Seven $ 102.98 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt schedule
03 September 2025   cards_starLOW     Double Seven $ 103.72 select_check_box select_check_box select_check_box select_check_box schedule
19 August 2025   cards_starLOW     Double Seven $ 104.44 select_check_box select_check_box select_check_box schedule schedule
31 July 2025   cards_starLOW     Double Seven $ 101.88 select_check_box select_check_box select_check_box select_check_box schedule
16 July 2025   cards_starLOW     Double Seven $ 101.80 select_check_box select_check_box select_check_box select_check_box schedule
05 March 2025   cards_starMEDIUM     Double Seven $ 102.52 select_check_box select_check_box select_check_box select_check_box select_check_box
19 February 2025   cards_starLOW     Double Seven $ 101.84 select_check_box select_check_box select_check_box select_check_box select_check_box
17 January 2025   cards_starLOW     Double Seven $ 101.12 select_check_box select_check_box select_check_box select_check_box select_check_box
23 December 2024   cards_starLOW     Double Seven $ 100.04 select_check_box select_check_box select_check_box select_check_box select_check_box
16 December 2024   cards_starLOW     Double Seven $ 104.02 select_check_box select_check_box select_check_box select_check_box select_check_box
19 November 2024   cards_starLOW     Double Seven $ 104.93 select_check_box select_check_box select_check_box select_check_box select_check_box
12 November 2024   cards_starLOW     Double Seven $ 106.38 select_check_box select_check_box select_check_box select_check_box select_check_box
18 October 2024   cards_starLOW     Double Seven $ 107.85 select_check_box select_check_box select_check_box select_check_box select_check_box
11 October 2024   cards_starLOW     Double Seven $ 106.04 select_check_box select_check_box select_check_box select_check_box select_check_box
16 September 2024   cards_starLOW     Double Seven $ 105.73 select_check_box select_check_box select_check_box select_check_box select_check_box
09 September 2024   cards_starLOW     Double Seven $ 103.72 select_check_box select_check_box select_check_box select_check_box select_check_box
13 August 2024   cards_starLOW     Double Seven $ 99.70 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
15 July 2024   cards_starLOW     Double Seven $ 98.17 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
12 July 2024   cards_starLOW     Double Seven $ 98.14 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
11 June 2024   cards_starLOW     Double Seven $ 96.88 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 2024   cards_starLOW     Double Seven $ 97.16 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
10 May 2024   cards_starLOW     Double Seven $ 99.73 select_check_box select_check_box select_check_box select_check_box select_check_box
07 May 2024   cards_starLOW     Double Seven $ 98.44 select_check_box select_check_box select_check_box select_check_box select_check_box
08 April 2024   cards_starLOW     Double Seven $ 99.54 select_check_box select_check_box select_check_box select_check_box select_check_box
05 April 2024   cards_starLOW     Double Seven $ 99.20 select_check_box select_check_box select_check_box select_check_box select_check_box
06 February 2024   cards_starLOW     Double Seven $ 94.63 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
05 January 2024   cards_starLOW     Double Seven $ 94.13 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
04 January 2024   cards_starLOW     Double Seven $ 94.26 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
13 October 2023   cards_starLOW     Double Seven $ 87.46 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
11 September 2023   cards_starLOW     Double Seven $ 93.19 select_check_box select_check_box select_check_box select_check_box select_check_box
08 August 2023   cards_starLOW     Double Seven $ 95.67 select_check_box select_check_box select_check_box select_check_box select_check_box
05 July 2023   cards_starLOW     Double Seven $ 93.82 select_check_box select_check_box select_check_box select_check_box select_check_box
31 May 2023   cards_starLOW     Double Seven $ 87.96 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
27 April 2023   cards_starLOW     Double Seven $ 91.62 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
26 April 2023   cards_starLOW     Double Seven $ 90.92 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
17 March 2023   cards_starLOW     Double Seven $ 87.74 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
13 February 2023   cards_starLOW     Double Seven $ 92.90 select_check_box select_check_box select_check_box select_check_box select_check_box
10 January 2023   cards_starLOW     Double Seven $ 91.84 select_check_box select_check_box select_check_box select_check_box select_check_box
08 December 2022   cards_starLOW     Double Seven $ 93.01 select_check_box select_check_box select_check_box select_check_box select_check_box
07 December 2022   cards_starLOW     Double Seven $ 92.59 select_check_box select_check_box select_check_box select_check_box select_check_box
31 May 2022   cards_starLOW     Double Seven $ 92.10 select_check_box select_check_box select_check_box select_check_box select_check_box
23 May 2022   cards_starLOW     Double Seven $ 88.99 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
26 April 2022   cards_starLOW     Double Seven $ 94.18 select_check_box select_check_box select_check_box select_check_box select_check_box
19 April 2022   cards_starLOW     Double Seven $ 95.90 select_check_box select_check_box select_check_box select_check_box select_check_box
11 February 2022   LOW     Double Seven $ 93.07 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
01 February 2022   LOW     Double Seven $ 94.48 select_check_box select_check_box select_check_box select_check_box select_check_box
10 January 2022   LOW     Double Seven $ 97.62 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
31 December 2021   LOW     Double Seven $ 98.06 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
07 December 2021   LOW     Double Seven $ 95.74 select_check_box select_check_box select_check_box select_check_box select_check_box
29 November 2021   LOW     Double Seven $ 94.86 select_check_box select_check_box select_check_box select_check_box select_check_box
05 November 2021   LOW     Double Seven $ 95.73 select_check_box select_check_box select_check_box select_check_box select_check_box
25 October 2021   LOW     Double Seven $ 93.50 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
04 October 2021   LOW     Double Seven $ 89.01 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
21 September 2021   LOW     Double Seven $ 89.95 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
31 August 2021   LOW     Double Seven $ 94.32 select_check_box select_check_box select_check_box select_check_box select_check_box
20 August 2021   LOW     Double Seven $ 93.36 select_check_box select_check_box select_check_box select_check_box select_check_box
30 July 2021   LOW     Double Seven $ 92.68 select_check_box select_check_box select_check_box select_check_box select_check_box
19 July 2021   LOW     Double Seven $ 89.94 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
28 June 2021   LOW     Double Seven $ 90.76 select_check_box select_check_box select_check_box select_check_box select_check_box
15 June 2021   LOW     Double Seven $ 92.31 select_check_box select_check_box select_check_box select_check_box select_check_box
25 May 2021   LOW     Double Seven $ 91.98 select_check_box select_check_box select_check_box select_check_box select_check_box
13 May 2021   LOW     Double Seven $ 91.08 select_check_box select_check_box select_check_box select_check_box select_check_box
23 April 2021   LOW     Double Seven $ 89.56 select_check_box select_check_box select_check_box select_check_box select_check_box
26 March 2021   LOW     Double Seven $ 86.42 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
23 March 2021   LOW     Double Seven $ 84.22 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box
22 February 2021   LOW     Double Seven $ 81.48 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
19 February 2021   LOW     Double Seven $ 81.44 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
19 January 2021   LOW     Double Seven $ 81.30 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 ProShares S&P 500 Dividend Aristocrats (exchange: XCBO symbol: NOBL) was last updated 14 Jun 2026 16:17. Data for this ETF is available from 04 Jan 2021 - 02 Jun 2026.