First Trust Nasdaq Food & Beverage (FTXG) Daily/Weekly Backtest Results

Signal:                  
                [ What are these? | Switch to FTXG's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: 2.52%.   Win rate: 58.33%.   Sharpe Ratio: -2.026.   Maximum drawdown: -18.21% on 13 October 2023.
Mean CAGR: 41.16%. Time in market: 3628 days.   Hypothetical return: $1000 would be worth $1154.89 on 21 January 2025.
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 Food & Drinks

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 12 signal(s) occurring before 22 May 2024 for a 7.5% profit target: (58.33% * 8.09%) + (25.00% * 1.52%) - (16.67% * 15.47%) = 2.52%.
Wins: 7 Breakevens: 3 Losses: 2

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.

 

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%
07 January 2026   MEDIUM   smart_toy0.959  factory0.535   50 Day Low $ 20.57 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_bolt schedule
29 October 2025   MEDIUM   smart_toy0.836  factory0.59   50 Day Low $ 21.06 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
15 September 2025   MEDIUM   smart_toy0.773  factory0.398   50 Day Low $ 21.83 select_check_box select_check_box select_check_box schedule schedule
25 June 2025   MEDIUM   smart_toy0.792  factory0.42   50 Day Low $ 22.20 select_check_box select_check_box schedule schedule schedule
23 May 2025   MEDIUM   smart_toy0.86  factory0.843   50 Day Low $ 22.32 select_check_box select_check_box select_check_box select_check_box select_check_box
05 February 2025   MEDIUM   smart_toy0.944  factory0.595   50 Day Low $ 21.80 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
17 December 2024   MEDIUM   smart_toy0.823  factory0.654   50 Day Low $ 23.65 select_check_box select_check_box select_check_box select_check_box select_check_box
25 October 2024   MEDIUM   smart_toy0.898  factory0.495   50 Day Low $ 24.83 schedule schedule schedule schedule schedule
12 June 2024   MEDIUM   smart_toy0.706  factory0.404   50 Day Low $ 23.65 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
13 February 2024   MEDIUM   smart_toy0.897  factory0.639   50 Day Low $ 23.46 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
21 September 2023   HIGH   smart_toy0.882  factory0.658   50 Day Low $ 24.70 select_check_box select_check_box select_check_box select_check_box select_check_box
15 August 2023   HIGH   smart_toy0.908  factory0.477   50 Day Low $ 25.94 select_check_box select_check_box select_check_box select_check_box select_check_box
28 June 2023   HIGH   smart_toy0.883  factory0.66   50 Day Low $ 26.08 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
10 March 2023   MEDIUM   smart_toy0.731  factory0.846   50 Day Low $ 25.87 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
18 January 2023   MEDIUM   smart_toy0.732  factory0.818   50 Day Low $ 26.64 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
23 September 2022   MEDIUM   smart_toy0.945  factory0.894   FIRE SALE 50 Day Low $ 25.52 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
13 June 2022   MEDIUM   smart_toy0.811  factory0.937   FIRE SALE 50 Day Low $ 25.32 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
14 March 2022   HIGH   smart_toy0.981  factory0.715   FIRE SALE 50 Day Low $ 25.64 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
10 September 2021   LOW   smart_toy0.898  factory0.352   50 Day Low $ 24.28 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
22 July 2021   LOW   smart_toy0.922  factory0.375   50 Day Low $ 24.80 select_check_box select_check_box select_check_box select_check_box select_check_box
17 June 2021   LOW   smart_toy0.642  factory0.367   50 Day Low $ 25.56 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for First Trust Nasdaq Food & Beverage (exchange: XNAS symbol: FTXG) was last updated 30 May 2026 15:00. Data for this ETF is available from 04 Jan 2021 - 29 May 2026.