XLC
The Communication Services Select Sector SPDR Fund
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for XLC (The Communication Services Select Sector SPDR Fund) using the Excess Return MMA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -22.1% (compared to the benchmark's drawdown of -46.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 13.0%, compared to a Buy-and-Hold benchmark return of 13.8%. The strategy executed 60 total trades.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.
📊 Mathematical Model
Excess Return MMA Active
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Available in Investing Mode
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
Available in Investing Mode
XLC Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | Full History | |||
|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 0.24% | -0.91% | 5.79% | 5.93% | 12.98% | 13.85% |
| Sharpe Ratio | 0.03 | -0.06 | 0.46 | 0.28 | 0.93 | 0.58 |
| Max Drawdown | -8.24% | -11.73% | -22.13% | -46.65% | -22.13% | -46.65% |
| % Time Invested | 95.6% | 100.0% | 86.5% | 100.0% | 89.6% | 100.0% |
| Trades / Year | 8.0 | 0.0 | 8.2 | 0.0 | 7.9 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
Trade History
This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason | |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Upgrade to Pro to Unlock | ||||||||
| 2026-04-14 | 2026-05-08 | Completed | 33.33% | $114.71 | $116.71 | 1.69% | Signal | |
| 2026-03-20 | 2026-04-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-03-04 | 2026-04-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2025-07-09 | 2026-04-08 | Completed | 33.33% | $105.51 | $113.96 | 7.95% | Signal | |
| 2026-03-13 | 2026-03-20 | Completed | 33.33% | $114.81 | $112.18 | -2.34% | Signal | |
| 2026-02-19 | 2026-03-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-01-05 | 2026-03-04 | Completed | 33.33% | $116.33 | $117.09 | 0.60% | Signal | |
| 2026-02-11 | 2026-02-19 | Completed | 33.33% | $116.69 | $113.90 | -2.44% | Signal | |
| 2026-01-20 | 2026-02-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2025-12-03 | 2026-01-20 | Completed | 33.33% | $113.99 | $113.13 | -0.80% | Signal | |
| 2025-11-20 | 2026-01-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2025-11-10 | 2025-12-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2025-05-01 | 2025-11-20 | Completed | 33.33% | $95.31 | $111.79 | 17.23% | Signal | |
| 2025-10-31 | 2025-11-10 | Completed | 33.33% | $113.48 | $111.84 | -1.50% | Signal | |
| 2025-10-09 | 2025-10-31 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2025-08-19 | 2025-10-09 | Completed | 33.33% | $109.44 | $114.46 | 4.53% | Signal | |
| 2025-07-28 | 2025-08-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-05-01 | 2025-07-28 | Completed | 33.33% | $95.31 | $106.21 | 11.39% | Signal | |
| 2025-05-02 | 2025-07-09 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.77% | Interest Income | |
| 2025-04-30 | 2025-05-02 | Completed | 33.33% | $93.08 | $95.12 | 2.14% | Signal | |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-04 | 2025-05-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2025-04-07 | 2025-04-30 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2025-04-03 | 2025-04-08 | Completed | 33.33% | $92.63 | $88.80 | -4.19% | Stop | |
| 2023-04-05 | 2025-04-07 | Completed | 33.33% | $56.39 | $83.21 | 47.49% | Stop | |
| 2024-09-26 | 2025-04-04 | Completed | 33.33% | $87.85 | $88.92 | 1.17% | Signal | |
| 2025-03-05 | 2025-04-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2025-01-28 | 2025-03-05 | Completed | 33.33% | $99.22 | $98.40 | -0.88% | Signal | |
| 2024-12-31 | 2025-01-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2024-10-04 | 2024-12-31 | Completed | 33.33% | $88.61 | $95.52 | 7.74% | Signal | |
| 2024-09-12 | 2024-10-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2024-09-04 | 2024-09-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2024-08-16 | 2024-09-12 | Completed | 33.33% | $83.99 | $82.99 | -1.25% | Signal | |
| 2024-06-25 | 2024-09-04 | Completed | 33.33% | $83.02 | $83.48 | 0.51% | Signal | |
| 2024-07-25 | 2024-08-16 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2024-05-13 | 2024-07-25 | Completed | 33.33% | $79.20 | $81.38 | 2.70% | Signal | |
| 2024-05-31 | 2024-06-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-11-16 | 2024-05-31 | Completed | 33.33% | $67.64 | $80.14 | 18.41% | Signal | |
| 2024-04-19 | 2024-05-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-03-28 | 2024-04-19 | Completed | 33.33% | $79.66 | $78.10 | -2.01% | Signal | |
| 2024-03-06 | 2024-03-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2024-01-08 | 2024-03-06 | Completed | 33.33% | $70.22 | $76.71 | 9.19% | Signal | |
| 2023-12-13 | 2024-01-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-11-24 | 2023-12-13 | Completed | 33.33% | $68.92 | $68.12 | -1.20% | Signal | |
| 2023-11-01 | 2023-11-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-09-28 | 2023-11-16 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.76% | Interest Income | |
| 2023-10-19 | 2023-11-01 | Completed | 33.33% | $66.14 | $62.71 | -5.23% | Signal | |
| 2023-09-27 | 2023-10-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2022-12-23 | 2023-09-28 | Completed | 33.33% | $45.39 | $63.19 | 39.16% | Signal | |
| 2023-09-14 | 2023-09-27 | Completed | 33.33% | $65.64 | $63.26 | -3.68% | Signal | |
| 2023-08-22 | 2023-09-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2023-05-25 | 2023-08-22 | Completed | 33.33% | $59.35 | $63.57 | 7.06% | Signal | |
| 2023-05-03 | 2023-05-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2023-03-20 | 2023-05-03 | Completed | 33.33% | $53.00 | $56.87 | 7.25% | Signal | |
| 2023-03-14 | 2023-04-05 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2023-02-23 | 2023-03-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 2023-01-10 | 2023-03-14 | Completed | 33.33% | $48.20 | $51.18 | 6.14% | Stop | |
| 2023-01-13 | 2023-02-23 | Completed | 33.33% | $49.91 | $52.26 | 4.65% | Stop | |
| 2022-12-20 | 2023-01-13 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 2022-10-28 | 2023-01-10 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.83% | Interest Income | |
| 2022-10-28 | 2022-12-23 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.66% | Interest Income | |
| 2022-11-29 | 2022-12-20 | Completed | 33.33% | $47.46 | $44.88 | -5.48% | Stop | |
| 2022-11-04 | 2022-11-29 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2022-10-25 | 2022-11-04 | Completed | 33.33% | $48.72 | $44.10 | -9.52% | Stop | |
| 2022-10-26 | 2022-10-28 | Completed | 33.33% | $48.57 | $46.14 | -5.05% | Stop | |
| 2022-10-26 | 2022-10-28 | Completed | 33.33% | $48.57 | $46.14 | -5.05% | Stop | |
| 2022-09-23 | 2022-10-26 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2021-12-01 | 2022-10-26 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 1.30% | Interest Income | |
| 2022-08-31 | 2022-10-25 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.51% | Interest Income | |
| 2022-08-19 | 2022-09-23 | Completed | 33.33% | $55.68 | $47.66 | -14.44% | Stop | |
| 2022-07-08 | 2022-08-31 | Completed | 33.33% | $54.09 | $52.99 | -2.09% | Stop | |
| 2021-10-20 | 2022-08-19 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.68% | Interest Income | |
| 2022-06-14 | 2022-07-08 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2022-06-01 | 2022-06-14 | Completed | 33.33% | $57.97 | $51.97 | -10.40% | Stop | |
| 2022-04-21 | 2022-06-01 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2022-03-23 | 2022-04-21 | Completed | 33.33% | $65.17 | $61.98 | -4.95% | Stop | |
| 2022-01-18 | 2022-03-23 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2021-12-21 | 2022-01-18 | Completed | 33.33% | $72.60 | $72.94 | 0.41% | Signal | |
| 2021-11-05 | 2021-12-21 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-06-22 | 2021-12-01 | Completed | 33.33% | $52.22 | $72.74 | 39.22% | Signal | |
| 2021-10-27 | 2021-11-05 | Completed | 33.33% | $76.01 | $77.79 | 2.29% | Signal | |
| 2021-09-22 | 2021-10-27 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-11-20 | 2021-10-20 | Completed | 33.33% | $60.55 | $77.94 | 28.64% | Signal | |
| 2021-06-14 | 2021-09-22 | Completed | 33.33% | $75.73 | $76.82 | 1.39% | Signal | |
| 2021-05-20 | 2021-06-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-05-03 | 2021-05-20 | Completed | 33.33% | $74.30 | $72.25 | -2.81% | Signal | |
| 2021-04-09 | 2021-05-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-01-28 | 2021-04-09 | Completed | 33.33% | $64.85 | $72.67 | 11.99% | Signal | |
| 2021-01-05 | 2021-01-28 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-10-09 | 2021-01-05 | Completed | 33.33% | $56.96 | $62.77 | 10.14% | Signal | |
| 2020-10-29 | 2020-11-20 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-05-11 | 2020-10-29 | Completed | 33.33% | $48.50 | $56.17 | 15.75% | Signal | |
| 2020-09-14 | 2020-10-09 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-07-24 | 2020-09-14 | Completed | 33.33% | $53.33 | $56.98 | 6.81% | Stop | |
| 2020-07-01 | 2020-07-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2020-04-03 | 2020-07-01 | Completed | 33.33% | $40.41 | $51.13 | 26.46% | Signal | |
| 2020-04-14 | 2020-06-22 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-03-02 | 2020-05-11 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2020-03-24 | 2020-04-14 | Completed | 33.33% | $39.83 | $44.80 | 12.44% | Signal | |
| 2020-03-05 | 2020-04-03 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-03-02 | 2020-03-05 | Completed | 33.33% | $48.13 | $48.27 | 0.24% | Signal | |
| 2020-02-06 | 2020-03-02 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2019-10-14 | 2020-03-02 | Completed | 33.33% | $46.55 | $48.13 | 3.35% | Stop | |
| 2019-03-27 | 2020-03-02 | Completed | 33.33% | $43.97 | $48.13 | 9.41% | Stop | |
| 2019-10-25 | 2020-02-06 | Completed | 33.33% | $46.82 | $52.06 | 11.15% | Signal | |
| 2019-10-03 | 2019-10-25 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2019-09-18 | 2019-10-14 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2019-09-04 | 2019-10-03 | Completed | 33.33% | $46.26 | $45.25 | -2.24% | Signal | |
| 2019-07-18 | 2019-09-18 | Completed | 33.33% | $46.88 | $47.71 | 1.72% | Signal | |
| 2019-08-02 | 2019-09-04 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2019-06-19 | 2019-08-02 | Completed | 33.33% | $45.61 | $46.98 | 2.95% | Signal | |
| 2019-06-21 | 2019-07-18 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2019-02-12 | 2019-06-21 | Completed | 33.33% | $42.51 | $45.88 | 7.88% | Signal | |
| 2019-05-15 | 2019-06-19 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2019-01-10 | 2019-05-15 | Completed | 33.33% | $40.93 | $44.37 | 8.37% | Signal | |
| 2018-12-14 | 2019-03-27 | Interest (CASH) | 33.33% | $1.00 | $1.01 | 0.65% | Interest Income | |
| 2018-12-14 | 2019-02-12 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income | |
| 2018-12-14 | 2019-01-10 | Interest (CASH) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |