Utilities Sector SPDR Fund (XLU) 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: 4.46%.   Win rate: 95.35%.   Mean CAGR: 110.21%. Time in market: 14 years 171 days.
Sharpe Ratio: -7.297. Maximum drawdown: 38.80% on 09 March 2009.

About this Chart's Calculations for US Utilities

Expectancy calculation (win % x average win) - (loss % x average loss): (95.35% * 5.14%) - (4.65% * 9.42%) = 4.46%. 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%
2024 60 135 144 210 296
2023 23 31 84 99 199
2022 38 41 38 31
2020 38 39 68 78 200
2019 22 24 37 52 217
2018 42 54 56 74 244
2016 126 134 136 144 336
2015 163 70 86 146 226
2011 6 13 19 40 301
2010 21 21 57 75 336
2009 52 56 84 101 240
2008 111 204 246 355
2007 118 138 140 173
2005 58 76 164 260
2003 50 50 61 76 99
2002 82 44 49 51 230
2001 7 16 22 36
2000 2 2 3 17 56
Avg. Days 56 63 83 112 229
CAGR 37.4% 40.2% 37.4% 36.4% 33.7%

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%
23 December 2024 $37.92 select_check_box select_check_box select_check_box select_check_box select_check_box
07 November 2023 $29.77 select_check_box select_check_box select_check_box select_check_box select_check_box
06 October 2023 $27.36 select_check_box select_check_box select_check_box select_check_box select_check_box
07 November 2022 $31.14 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
04 October 2022 $32.08 select_check_box select_check_box check_box_outline_blank check_box_outline_blank check_box_outline_blank
26 July 2022 $32.84 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
22 June 2022 $30.64 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
05 May 2022 $33.18 select_check_box select_check_box select_check_box check_box_outline_blank check_box_outline_blank
17 July 2020 $26.15 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
15 June 2020 $25.34 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
12 May 2020 $24.21 select_check_box select_check_box select_check_box select_check_box select_check_box
07 April 2020 $24.41 select_check_box select_check_box select_check_box select_check_box select_check_box
04 March 2020 $28.93 check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank
29 January 2019 $22.20 select_check_box select_check_box select_check_box select_check_box select_check_box
28 December 2018 $22.02 select_check_box select_check_box select_check_box select_check_box select_check_box
10 October 2016 $18.29 select_check_box select_check_box select_check_box select_check_box select_check_box
12 October 2015 $16.45 select_check_box select_check_box select_check_box select_check_box select_check_box
08 September 2015 $15.38 select_check_box select_check_box select_check_box select_check_box select_check_box
19 February 2015 $16.68 select_check_box check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank
11 August 2011 $9.94 select_check_box select_check_box select_check_box select_check_box select_check_box
27 May 2010 $8.62 select_check_box select_check_box select_check_box select_check_box select_check_box
31 March 2009 $7.36 select_check_box select_check_box select_check_box select_check_box select_check_box
26 February 2009 $7.44 select_check_box select_check_box select_check_box select_check_box select_check_box
12 December 2008 $8.12 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
10 November 2008 $8.16 select_check_box select_check_box select_check_box check_box_outline_blank check_box_outline_blank
07 October 2008 $8.44 check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank
03 September 2008 $10.33 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
30 July 2008 $10.67 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
26 February 2008 $10.90 select_check_box disabled_by_default disabled_by_default disabled_by_default disabled_by_default
25 January 2008 $10.67 select_check_box select_check_box select_check_box disabled_by_default disabled_by_default
13 June 2007 $10.72 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
21 November 2005 $8.03 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
18 October 2005 $7.98 select_check_box select_check_box select_check_box select_check_box check_box_outline_blank
04 March 2003 $4.15 select_check_box select_check_box select_check_box select_check_box select_check_box
30 January 2003 $4.38 select_check_box select_check_box select_check_box select_check_box select_check_box
03 December 2002 $4.31 select_check_box select_check_box select_check_box select_check_box select_check_box
01 November 2002 $4.21 select_check_box select_check_box select_check_box select_check_box select_check_box
30 September 2002 $4.25 select_check_box select_check_box select_check_box select_check_box select_check_box
27 August 2002 $5.11 select_check_box check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank
25 July 2002 $4.28 select_check_box select_check_box select_check_box select_check_box select_check_box
17 June 2002 $5.74 check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank check_box_outline_blank
26 March 2001 $6.54 select_check_box select_check_box select_check_box select_check_box disabled_by_default
29 February 2000 $5.04 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%
23 December 2024 $37.92 34.6 17.1 20.1 18.0 25.2
07 November 2023 $29.77 64.0 77.7 20.4 22.7 40.4
06 October 2023 $27.36 493.7 126.6 166.2 246.5 39.0
07 November 2022 $31.14 204.4 225.9 201.0 162.8
04 October 2022 $32.08 29.4 35.5
26 July 2022 $32.84 1,173.0 356.7 371.3 353.8
22 June 2022 $30.64 3,423.4 962.1 1,767.4 162.9
05 May 2022 $33.18 20.4 24.5 29.5
17 July 2020 $26.15 24.2 29.2 37.0 35.3
15 June 2020 $25.34 39.9 46.2 26.4 35.0
12 May 2020 $24.21 204.5 249.5 274.6 386.0 44.1
07 April 2020 $24.41 >10,000 >10,000 60.4 75.3 35.7
04 March 2020 $28.93
29 January 2019 $22.20 124.6 142.5 104.2 95.2 35.9
28 December 2018 $22.02 52.8 48.3 60.2 60.0 31.4
10 October 2016 $18.29 15.2 17.2 21.4 27.3 21.9
12 October 2015 $16.45 17.1 20.5 21.5 26.1 28.9
08 September 2015 $15.38 93.4 119.9 104.1 27.5 41.7
19 February 2015 $16.68 5.2
11 August 2011 $9.94 1,844.9 412.8 303.7 138.6 24.7
27 May 2010 $8.62 133.6 175.4 58.8 59.1 21.9
31 March 2009 $7.36 68.9 74.9 52.2 54.5 39.0
26 February 2009 $7.44 28.5 32.8 28.5 32.7 26.9
12 December 2008 $8.12 110.0 9.8 9.9 10.3
10 November 2008 $8.16 7.2 7.7 8.0
07 October 2008 $8.44
03 September 2008 $10.33
30 July 2008 $10.67
26 February 2008 $10.90 23.6
25 January 2008 $10.67 23.9 24.2 25.6
13 June 2007 $10.72 16.3 16.7 20.9 22.3
21 November 2005 $8.03 35.3 43.4 12.0 15.3
18 October 2005 $7.98 36.0 25.7 31.1 13.5
04 March 2003 $4.15 184.6 249.8 119.0 106.6 129.7
30 January 2003 $4.38 23.9 28.9 35.0 39.3 75.8
03 December 2002 $4.31 80.9 98.3 116.8 170.3 46.3
01 November 2002 $4.21 3,442.6 58.8 53.3 69.3 38.8
30 September 2002 $4.25 25.6 25.4 32.4 42.6 32.1
27 August 2002 $5.11 6.2
25 July 2002 $4.28 3,428.0 3,377.8 8,165.8 >10,000 24.3
17 June 2002 $5.74
26 March 2001 $6.54 1,174.6 277.6 234.1 162.9
29 February 2000 $5.04 >10,000 >10,000 >10,000 675.5 228.2

The data for Utilities Sector SPDR Fund (exchange: ARCX symbol: XLU) was last updated 22 Apr 2026 12:52. Data for this ETF is available from 03 Jan 2000 - 20 Apr 2026.