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: -3.54%.   Win rate: 36.67%.   Sharpe Ratio: -8.146.   Maximum drawdown: -21.16% on 13 October 2023.
Mean CAGR: 27.89%. Time in market: 14358 days.   Hypothetical return: $1000 would be worth $888.11 on 04 November 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 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 30 signal(s) occurring before 27 May 2024 for a 7.5% profit target: (36.67% * 8.22%) + (10.0% * 0.98%) - (53.33% * 12.48%) = -3.54%.
Wins: 11 Breakevens: 3 Losses: 16

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%
27 May 2026   cards_starLOW     Double Seven $ 22.36 schedule schedule schedule schedule schedule
12 May 2026   cards_starLOW     Double Seven $ 22.33 schedule schedule schedule schedule schedule
24 April 2026   cards_starLOW     Double Seven $ 22.08 schedule schedule schedule schedule schedule
24 March 2026   cards_starLOW     Double Seven $ 21.66 schedule schedule schedule schedule schedule
19 February 2026   cards_starLOW     Double Seven $ 23.24 schedule schedule schedule schedule schedule
18 February 2026   cards_starLOW     Double Seven $ 23.22 schedule schedule schedule schedule schedule
19 November 2024   cards_starLOW     Double Seven $ 23.68 select_check_box select_check_box select_check_box select_check_box select_check_box
18 November 2024   cards_starLOW     Double Seven $ 23.78 select_check_box select_check_box select_check_box select_check_box select_check_box
18 October 2024   cards_starLOW     Double Seven $ 25.26 schedule schedule schedule schedule schedule
15 October 2024   cards_starLOW     Double Seven $ 25.22 schedule schedule schedule schedule schedule
16 September 2024   cards_starLOW     Double Seven $ 25.96 schedule schedule schedule schedule schedule
13 September 2024   cards_starLOW     Double Seven $ 25.79 schedule schedule schedule schedule schedule
13 August 2024   cards_starLOW     Double Seven $ 24.50 select_check_box electric_boltelectric_bolt schedule schedule schedule schedule
10 June 2024   cards_starLOW     Double Seven $ 23.92 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule schedule
07 May 2024   cards_starLOW     Double Seven $ 24.68 select_check_box disabled_by_default disabled_by_default disabled_by_default disabled_by_default
05 April 2024   cards_starLOW     Double Seven $ 24.47 select_check_box select_check_box disabled_by_default disabled_by_default disabled_by_default
04 April 2024   cards_starLOW     Double Seven $ 24.56 select_check_box disabled_by_default disabled_by_default disabled_by_default disabled_by_default
21 June 2023   cards_starLOW     Double Seven $ 26.41 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
13 June 2023   cards_starMEDIUM     Double Seven $ 26.25 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
19 May 2023   cards_starLOW     Double Seven $ 27.07 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
10 May 2023   cards_starMEDIUM     Double Seven $ 27.43 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
17 April 2023   cards_starLOW     Double Seven $ 27.13 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
20 January 2023   cards_starLOW     Double Seven $ 26.18 select_check_box disabled_by_default disabled_by_default disabled_by_default disabled_by_default
09 January 2023   cards_starLOW     Double Seven $ 27.17 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
19 December 2022   cards_starLOW     Double Seven $ 27.06 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
06 December 2022   cards_starLOW     Double Seven $ 27.56 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
15 November 2022   cards_starLOW     Double Seven $ 26.81 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
04 November 2022   cards_starLOW     Double Seven $ 26.98 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
03 October 2022   cards_starMEDIUM     Double Seven $ 25.18 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
26 September 2022   cards_starLOW     Double Seven $ 25.28 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
30 August 2022   cards_starMEDIUM     Double Seven $ 27.14 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
23 August 2022   cards_starLOW     Double Seven $ 27.58 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
06 July 2022   cards_starMEDIUM     Double Seven $ 25.82 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
03 June 2022   cards_starLOW     Double Seven $ 26.40 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
02 May 2022   cards_starLOW     Double Seven $ 27.64 select_check_box select_check_box select_check_box select_check_box select_check_box
29 March 2022   cards_starLOW     Double Seven $ 26.85 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
25 February 2022   cards_starLOW     Double Seven $ 26.80 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
24 January 2022   LOW     Double Seven $ 26.14 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
18 November 2021   LOW     Double Seven $ 25.41 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
07 July 2021   LOW     Double Seven $ 25.42 select_check_box select_check_box select_check_box select_check_box select_check_box
02 June 2021   LOW     Double Seven $ 26.85 select_check_box select_check_box select_check_box select_check_box select_check_box
30 April 2021   LOW     Double Seven $ 25.97 select_check_box select_check_box select_check_box select_check_box select_check_box
29 March 2021   LOW     Double Seven $ 26.51 select_check_box select_check_box select_check_box select_check_box select_check_box
23 February 2021   LOW     Double Seven $ 25.68 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 14 Jun 2026 16:17. Data for this ETF is available from 04 Jan 2021 - 03 Jun 2026.