Financial Sector SPDR Fund (XLF) 52 Week Lows

Buy signal:            
        [ What are these indicators? ]
Profit target:             [ A higher % profit will take longer and is less likely to be achieved ]

Expectancy: 3.02%.   Win rate: 95.83%.   Mean CAGR: 160.96%. Time in market: 7 years 32 days.
Sharpe Ratio: -0.978. Maximum drawdown: 79.23% on 09 March 2009.

About this Chart's Calculations for US Financials

Expectancy calculation (win % x average win) - (loss % x average loss): (95.83% * 5.36%) - (4.17% * 51.02%) = 3.02%. To be a profitable trader you need to trade with a positive value for expectancy.

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.

To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.

52 Week Lows - Profit Probability Projections

This table summarises how long it would take after buying the ETF at the 50 day lows to reach the specified percentage return. Note that past performance is not a guarantee of future performance. The calculations exclude the exceptionally volatile month of March 2020. Calculations also exclude dividends and other distributions to shareholders.

Date Days to Reach Profit Target
5% 6% 7.5% 10% 20%
2022 29 31 52 109
2018 29 39 127 155 329
2016 97 98 104 208 302
2011 13 14 50 54 126
2010 10 10 20 50 132
2009 8 9 9 9 47
2008 100 104 143 166 337
2002 7 8 12 17 171
2001 11 11 15 16 179
Avg. Days 33 36 59 87 202
CAGR 71.5% 80.5% 56.4% 49.2% 39%

52 Week Lows - Backtest Trading Summary

This table summarises how profitable it would have been to have bought this ETF at each 50 day low. 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%. check_box_outline_blank = profit point achieved but CAGR was less than 5%.

Signal Date Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
26 September 2022 $30.69 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
14 July 2022 $30.72 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
14 June 2022 $31.49 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
10 June 2022 $32.78 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
12 May 2022 $33.04 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
29 April 2022 $35.04 check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank
09 March 2020 $20.84 select_check_box select_check_box select_check_box select_check_box select_check_box
10 December 2018 $22.04 select_check_box select_check_box select_check_box select_check_box select_check_box
24 October 2018 $22.63 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
13 January 2016 $15.13 select_check_box select_check_box select_check_box select_check_box select_check_box
22 September 2011 $7.36 select_check_box select_check_box select_check_box select_check_box select_check_box
08 August 2011 $7.96 select_check_box select_check_box select_check_box select_check_box select_check_box
24 August 2010 $8.46 select_check_box select_check_box select_check_box select_check_box select_check_box
02 March 2009 $4.39 select_check_box select_check_box select_check_box select_check_box select_check_box
20 January 2009 $5.24 select_check_box select_check_box select_check_box select_check_box select_check_box
11 November 2008 $8.05 select_check_box select_check_box select_check_box select_check_box select_check_box
07 October 2008 $10.23 check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank
18 June 2008 $13.29 select_check_box disabled_by_default disabled_by_default disabled_by_default disabled_by_default
06 March 2008 $14.33 select_check_box select_check_box select_check_box select_check_box disabled_by_default
04 January 2008 $16.17 select_check_box select_check_box disabled_by_default disabled_by_default disabled_by_default
05 November 2007 $18.04 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
07 October 2002 $9.78 select_check_box select_check_box select_check_box select_check_box select_check_box
19 July 2002 $11.03 select_check_box select_check_box select_check_box select_check_box select_check_box
17 September 2001 $11.65 select_check_box select_check_box select_check_box select_check_box select_check_box

52 Week Lows - Compound Annual Growth Rate (CAGR) Summary

Compound Annual Growth Rate (CAGR) shows the annual percentage performance had the investment grown at the same rate over one year. Cross reference the figures in the tables below with the backtesting results tables above to see how long it took to achieve profitability after buying this ETF at the specific 50 day low. A red (empty) table cell shows that the specific profit point has not yet been achieved. Calculations exclude dividends or other distributions this fund may distribute to fund holders.

Date Price Gains / CAGR
5% 6% 7.5% 10% 20%
26 September 2022 $30.69 124.7 108.2 140.9 196.6
14 July 2022 $30.72 3,422.2 3,361.6 556.9 302.1
14 June 2022 $31.49 49.9 60.4 58.8 82.2
10 June 2022 $32.78 33.9 40.9 52.0 23.2
12 May 2022 $33.04 256.9 312.8 31.6 14.1
29 April 2022 $35.04
09 March 2020 $20.84 25.3 30.9 35.8 49.2 31.2
10 December 2018 $22.04 47.3 38.7 38.6 32.7 22.4
24 October 2018 $22.63 293.3 357.0 16.4 20.4
13 January 2016 $15.13 20.2 24.2 28.8 18.2 24.7
22 September 2011 $7.36 3,420.6 6,958.5 271.6 231.8 569.3
08 August 2011 $7.96 124.8 152.0 39.0 54.5 35.7
24 August 2010 $8.46 493.0 739.4 275.2 100.5 65.6
02 March 2009 $4.39 495.6 735.8 999.5 2,261.5 6,296.6
20 January 2009 $5.24 1,170.7 1,331.7 2,670.1 7,612.0 132.2
11 November 2008 $8.05 6.9 8.3 10.3 13.1 21.8
07 October 2008 $10.23
18 June 2008 $13.29 21.1
06 March 2008 $14.33 257.1 226.0 335.8 100.5
04 January 2008 $16.17 89.0 113.7
05 November 2007 $18.04
07 October 2002 $9.78 8,496.0 >10,000 >10,000 7,649.6 2,277.5
19 July 2002 $11.03 405.2 488.4 250.7 262.6 23.0
17 September 2001 $11.65 405.2 590.9 483.3 778.9 45.0

The data for Financial Sector SPDR Fund (exchange: ARCX symbol: XLF) was last updated 30 Apr 2026 07:46. Data for this ETF is available from 03 Jan 2000 - 29 Apr 2026.