Financial Sector SPDR Fund (XLF) Mega Dump Lite

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

Expectancy: 2.92%.   Win rate: 94.25%.   Mean CAGR: 137.33%. Time in market: 26 years 275 days.
Sharpe Ratio: -4.292. Maximum drawdown: 80.38% on 09 March 2009.

About this Chart's Calculations for US Financials

Expectancy calculation (win % x average win) - (loss % x average loss): (94.25% * 5.78%) - (5.75% * 43.94%) = 2.92%. 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%.

Mega Dump Lite - 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%
2025 59 63 105 132
2023 88 101 167 178 307
2022 56 33 38 138 113
2021 40 42 44 91 206
2020 23 29 51 76 89
2019 25 63 71 78
2018 49 117 94 133 123
2016 23 32 46 86 228
2015 44 23 24 38
2012 39 45 69 89 207
2011 18 37 39 41 138
2010 86 95 106 100 191
2009 46 46 47 57 94
2008 61 61 70 110 236
2007 30 33 27 13
2003 46 49 58 69 114
2002 99 103 107 116 299
2001 30 18 40 75 174
2000 22 27 30 56 117
Avg. Days 46 53 64 88 175
CAGR 47.3% 49.4% 51.1% 48.5% 46.3%

Mega Dump Lite - 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%
15 April 2025 $47.34 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
14 March 2025 $48.20 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
21 April 2023 $33.23 select_check_box select_check_box select_check_box select_check_box select_check_box
21 March 2023 $31.92 select_check_box select_check_box select_check_box select_check_box select_check_box
21 December 2022 $33.96 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
11 October 2022 $30.46 select_check_box select_check_box select_check_box select_check_box select_check_box
07 September 2022 $33.08 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
11 July 2022 $31.86 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
07 June 2022 $34.98 select_check_box check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank
04 May 2022 $35.54 check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank
01 April 2022 $38.40 check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank
01 March 2022 $37.62 select_check_box check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank
26 January 2022 $38.73 select_check_box disabled_by_default disabled_by_default disabled_by_default disabled_by_default
23 June 2021 $36.02 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
23 June 2021 $33.93 select_check_box select_check_box select_check_box select_check_box select_check_box
01 April 2021 $32.12 select_check_box select_check_box select_check_box select_check_box select_check_box
28 September 2020 $22.24 select_check_box select_check_box select_check_box select_check_box select_check_box
14 July 2020 $21.78 select_check_box select_check_box select_check_box select_check_box select_check_box
12 June 2020 $21.98 select_check_box select_check_box select_check_box select_check_box select_check_box
11 May 2020 $20.12 select_check_box select_check_box select_check_box select_check_box select_check_box
07 April 2020 $19.95 select_check_box select_check_box select_check_box select_check_box select_check_box
04 March 2020 $25.04 select_check_box select_check_box select_check_box select_check_box select_check_box
19 August 2019 $24.24 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
27 December 2018 $20.74 select_check_box select_check_box select_check_box select_check_box select_check_box
30 October 2018 $22.83 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
03 April 2018 $23.91 select_check_box select_check_box check_box_outline_blank check_box_outline_blank check_box_outline_blank
13 February 2018 $24.54 select_check_box check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank
29 June 2016 $15.50 select_check_box select_check_box select_check_box select_check_box select_check_box
26 February 2016 $14.62 select_check_box select_check_box select_check_box select_check_box select_check_box
25 January 2016 $14.42 select_check_box select_check_box select_check_box select_check_box select_check_box
29 September 2015 $15.21 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
27 August 2015 $16.00 select_check_box check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank
26 June 2012 $9.08 select_check_box select_check_box select_check_box select_check_box select_check_box
23 May 2012 $8.96 select_check_box select_check_box select_check_box select_check_box select_check_box
20 December 2011 $8.06 select_check_box select_check_box select_check_box select_check_box select_check_box
18 November 2011 $7.94 select_check_box select_check_box select_check_box select_check_box select_check_box
17 October 2011 $7.85 select_check_box select_check_box select_check_box select_check_box select_check_box
13 September 2011 $7.88 select_check_box select_check_box select_check_box select_check_box select_check_box
11 August 2011 $7.98 select_check_box select_check_box select_check_box select_check_box select_check_box
28 September 2010 $9.08 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
27 August 2010 $8.51 select_check_box select_check_box select_check_box select_check_box select_check_box
13 July 2010 $9.26 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
11 June 2010 $9.00 select_check_box select_check_box select_check_box select_check_box select_check_box
10 May 2010 $9.92 select_check_box select_check_box select_check_box check_box_outline_blank check_box_outline_blank
02 March 2010 $9.19 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
28 January 2010 $8.94 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
05 November 2009 $8.84 select_check_box select_check_box select_check_box select_check_box select_check_box
30 June 2009 $7.43 select_check_box select_check_box select_check_box select_check_box select_check_box
27 May 2009 $7.33 select_check_box select_check_box select_check_box select_check_box select_check_box
24 April 2009 $6.67 select_check_box select_check_box select_check_box select_check_box select_check_box
23 March 2009 $5.64 select_check_box select_check_box select_check_box select_check_box select_check_box
17 February 2009 $4.95 select_check_box select_check_box select_check_box select_check_box select_check_box
13 January 2009 $6.66 select_check_box select_check_box select_check_box select_check_box select_check_box
12 December 2008 $7.08 select_check_box select_check_box select_check_box select_check_box select_check_box
10 November 2008 $8.51 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
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
05 September 2008 $12.59 select_check_box select_check_box select_check_box select_check_box disabled_by_default
04 August 2008 $12.75 select_check_box select_check_box select_check_box disabled_by_default disabled_by_default
01 July 2008 $11.96 select_check_box select_check_box select_check_box select_check_box disabled_by_default
29 May 2008 $14.64 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
07 April 2008 $15.68 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
04 March 2008 $14.73 select_check_box select_check_box select_check_box select_check_box disabled_by_default
01 February 2008 $17.14 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
31 December 2007 $16.91 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
27 November 2007 $16.63 select_check_box select_check_box select_check_box select_check_box disabled_by_default
25 October 2007 $19.09 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
07 August 2007 $19.41 select_check_box select_check_box disabled_by_default disabled_by_default disabled_by_default
16 March 2007 $20.08 select_check_box select_check_box select_check_box disabled_by_default disabled_by_default
04 March 2003 $10.74 select_check_box select_check_box select_check_box select_check_box select_check_box
30 January 2003 $11.23 select_check_box select_check_box select_check_box select_check_box select_check_box
01 November 2002 $11.71 select_check_box select_check_box select_check_box select_check_box select_check_box
30 September 2002 $10.63 select_check_box select_check_box select_check_box select_check_box select_check_box
27 August 2002 $12.34 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
26 July 2002 $10.78 select_check_box select_check_box select_check_box select_check_box select_check_box
17 June 2002 $13.14 check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank
08 February 2002 $12.78 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
29 October 2001 $12.62 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
25 September 2001 $11.79 select_check_box select_check_box select_check_box select_check_box select_check_box
30 March 2001 $13.25 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
26 February 2001 $13.87 select_check_box check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank
19 December 2000 $14.26 select_check_box disabled_by_default disabled_by_default disabled_by_default disabled_by_default
17 November 2000 $13.71 select_check_box select_check_box select_check_box check_box_outline_blank check_box_outline_blank
16 October 2000 $13.36 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
26 June 2000 $12.09 select_check_box select_check_box select_check_box select_check_box select_check_box
05 May 2000 $11.37 select_check_box select_check_box select_check_box select_check_box select_check_box
03 April 2000 $12.48 select_check_box select_check_box select_check_box select_check_box select_check_box
29 February 2000 $10.22 select_check_box select_check_box select_check_box select_check_box select_check_box

Mega Dump Lite - 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%
15 April 2025 $47.34 116.9 119.9 165.8 58.1
14 March 2025 $48.20 35.2 40.2 28.6 30.2
21 April 2023 $33.23 22.2 26.3 12.6 16.0 24.3
21 March 2023 $31.92 22.7 20.9 26.3 33.3 24.0
21 December 2022 $33.96 133.5 80.6 84.9 10.2
11 October 2022 $30.46 1,173.6 1,986.0 481.5 674.2 80.2
07 September 2022 $33.08 32.7 40.2 51.1 26.7
11 July 2022 $31.86 169.0 113.8 141.1 196.6
07 June 2022 $34.98 7.5
04 May 2022 $35.54
01 April 2022 $38.40
01 March 2022 $37.62 88.9
26 January 2022 $38.73 256.9
23 June 2021 $36.02 46.1 54.3 69.5 34.3
23 June 2021 $33.93 46.1 54.4 69.5 34.6 39.9
01 April 2021 $32.12 88.9 113.7 117.4 144.0 36.5
28 September 2020 $22.24 404.8 65.9 87.7 128.9 170.0
14 July 2020 $21.78 93.4 119.9 156.7 34.3 64.9
12 June 2020 $21.98 35.2 42.5 19.2 26.1 49.7
11 May 2020 $20.12 204.3 277.7 419.4 353.7 1,332.7
07 April 2020 $19.95 >10,000 >10,000 233.2 100.5 208.9
04 March 2020 $25.04 7.0 8.1 9.4 12.0 24.1
19 August 2019 $24.24 103.9 40.2 45.0 56.2
27 December 2018 $20.74 168.9 206.2 275.3 386.1 71.8
30 October 2018 $22.83 825.6 13.9 16.9 15.3
03 April 2018 $23.91 13.0 13.3
13 February 2018 $24.54 110.0
29 June 2016 $15.50 227.9 77.7 93.8 33.6 62.0
26 February 2016 $14.62 185.0 175.2 75.4 90.4 29.6
25 January 2016 $14.42 59.8 72.5 64.4 50.6 25.9
29 September 2015 $15.21 184.9 152.0 200.8 149.8
27 August 2015 $16.00 28.5
26 June 2012 $9.08 54.4 54.3 60.6 61.1 41.9
23 May 2012 $8.96 61.8 67.9 37.5 38.9 34.6
20 December 2011 $8.06 257.0 249.0 250.6 354.1 120.8
18 November 2011 $7.94 184.9 58.8 71.2 92.9 77.5
17 October 2011 $7.85 8,447.5 1,989.3 4,364.1 3,146.3 78.3
13 September 2011 $7.88 59.8 68.1 82.8 120.6 51.2
11 August 2011 $7.98 143.5 31.8 40.7 57.1 36.3
28 September 2010 $9.08 59.8 75.1 43.6 50.6
27 August 2010 $8.51 1,176.5 1,991.1 373.2 65.6 66.8
13 July 2010 $9.26 16.3 15.2 17.7 22.1
11 June 2010 $9.00 12.9 15.6 19.3 19.7 30.2
10 May 2010 $9.92 7.4 8.1 9.8
02 March 2010 $9.19 622.0 356.4 252.6 178.2
28 January 2010 $8.94 64.0 72.6 86.8 106.4
05 November 2009 $8.84 33.3 40.1 48.4 31.5 51.2
30 June 2009 $7.43 81.0 103.3 132.9 178.3 259.5
27 May 2009 $7.33 33.9 39.4 51.2 66.8 152.0
24 April 2009 $6.67 405.5 589.9 785.0 1,712.6 93.3
23 March 2009 $5.64 185.3 249.2 374.6 675.0 1,499.6
17 February 2009 $4.95 84.6 108.3 149.0 219.0 268.9
13 January 2009 $6.66 17.2 20.9 26.2 36.0 39.7
12 December 2008 $7.08 8,501.8 6,966.2 >10,000 26.7 32.6
10 November 2008 $8.51 6.5 7.7 9.4 11.8
07 October 2008 $10.23
05 September 2008 $12.59 >10,000 >10,000 >10,000 1,099.7
04 August 2008 $12.75 66.3 83.6 78.0
01 July 2008 $11.96 133.6 175.2 231.3 386.4
29 May 2008 $14.64
07 April 2008 $15.68
04 March 2008 $14.73 143.7 189.6 61.7 80.3
01 February 2008 $17.14
31 December 2007 $16.91
27 November 2007 $16.63 >10,000 >10,000 >10,000 1,353.4
25 October 2007 $19.09
07 August 2007 $19.41 37.5 44.3
16 March 2007 $20.08 71.5 70.2 65.9
04 March 2003 $10.74 185.0 249.1 118.1 124.6 109.5
30 January 2003 $11.23 26.8 29.6 37.4 44.2 62.0
01 November 2002 $11.71 10.8 11.6 13.5 17.7 21.5
30 September 2002 $10.63 227.6 313.2 477.5 424.4 31.2
27 August 2002 $12.34 6.5 7.9 9.8 12.6
26 July 2002 $10.78 >10,000 >10,000 >10,000 1,099.4 23.9
17 June 2002 $13.14
08 February 2002 $12.78 110.0 134.1 175.5 149.7
29 October 2001 $12.62 227.8 277.7 48.5 30.7
25 September 2001 $11.79 >10,000 1,984.6 2,589.8 129.0 46.6
30 March 2001 $13.25 143.5 90.5 75.4 92.8
26 February 2001 $13.87 23.3
19 December 2000 $14.26 204.4
17 November 2000 $13.71 110.1 72.5 90.2
16 October 2000 $13.36 256.6 312.9 483.7 62.1
26 June 2000 $12.09 204.6 134.3 104.3 144.0 137.3
05 May 2000 $11.37 494.1 737.8 1,014.1 262.6 103.0
03 April 2000 $12.48 34.6 42.6 55.1 31.8 27.3
29 February 2000 $10.22 204.4 277.7 424.4 674.0 1,500.3

The data for Financial Sector SPDR Fund (exchange: ARCX symbol: XLF) was last updated 21 Jul 2026 05:40. Data for this ETF is available from 03 Jan 2000 - 15 Jul 2026.